Exploding hedging errors for digital options
Work
Year: 1999
Type: article
Source: Finance and Stochastics
Author Christoph Gallus
Institution Deutsche Bank (Germany)
Cites:
Cited by: 6
Related to: 10
FWCI:
Citation percentile (by year/subfield): 62.93
Subfield: Finance
Domain: Social Sciences
Open Access status: closed