A modified static hedging method for continuous barrier...

A modified static hedging method for continuous barrier options

San-Lin Chung, Pai-Ta Shih, Wei-Che Tsai
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Volume:
30
Year:
2010
Language:
english
Pages:
17
DOI:
10.1002/fut.20451
File:
PDF, 1.92 MB
english, 2010
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