Auto-static for the people: risk-minimizing hedges of barrier options
Work
Year: 2009
Type: article
Source: Review of Derivatives Research
Authors Johannes Vitalis Siven, Rolf Poulsen
Institutions University of Copenhagen, University of Gothenburg
Cites: 42
Cited by: 9
Related to: 10
FWCI: 1.056
Citation percentile (by year/subfield): 78.14
Subfield: Finance
Domain: Social Sciences
Open Access status: closed