Static replication of barrier-type options via integral equations (Q4991074)
From MaRDI portal
scientific article; zbMATH DE number 7353678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static replication of barrier-type options via integral equations |
scientific article; zbMATH DE number 7353678 |
Statements
Static replication of barrier-type options via integral equations (English)
0 references
2 June 2021
0 references
static hedging
0 references
integral equations
0 references
Markovian diffusion with killing
0 references
barrier options
0 references
exotic options
0 references
0 references
