Barrier options and their static hedges: simple derivations and extensions

Author: Rolf Poulsen ^a

Affiliation:

^a Department of Applied Mathematics and Statistics, Institute for Mathematical Sciences, University of Copenhagen, DK-2100, Denmark

DOI: 10.1080/14697680600690331

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 6, Issue 4 August 2006 , pages 327 - 335

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

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