Hedging barrier options in GARCH models with transaction costs (Q2802880)
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scientific article; zbMATH DE number 6574374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging barrier options in GARCH models with transaction costs |
scientific article; zbMATH DE number 6574374 |
Statements
27 April 2016
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calendar-spread
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first passage time
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static hedging
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strike-spread
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Hedging barrier options in GARCH models with transaction costs (English)
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