Click here for immediate access to the latest key research articles

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

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

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Barrier options and their static hedges: simple derivations and extensions'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.