Static Hedging of Barrier Options with a Smile: An Inverse Problem
Bardos, Claude, Douady, Raphaël, Fursikov, AndreiVolume:
8
Year:
2002
Language:
english
Journal:
ESAIM: Control, Optimisation and Calculus of Variations
DOI:
10.1051/cocv:2002040
File:
PDF, 193 KB
english, 2002