Semi-static hedging for certain Margrabe-type options with barriers

Schmutz, Michael (2011). Semi-static hedging for certain Margrabe-type options with barriers. Quantitative finance, 11(7), pp. 979-986. Abingdon, UK: Routledge 10.1080/14697688.2010.497494

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Schmutz, Michael
ISSN:	1469-7688
Publisher:	Routledge
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 14:31
Last Modified:	05 Dec 2022 14:09
Publisher DOI:	10.1080/14697688.2010.497494
Web of Science ID:	000299885200002
URI:	https://boris.unibe.ch/id/eprint/11869 (FactScience: 218121)