Work

Static Hedging of Barrier Options under General Asset Dynamics

Year: 2006

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2006.635420

Authors: Morten Nalholm, Rolf Poulsen

Institution: University of Copenhagen

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1991317019

FWCI: 6.238

Cites: 14

Cited by: 35

Related to: 10