A remark on static hedging of options written on the last exit time (Q660160)
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scientific article; zbMATH DE number 6000240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on static hedging of options written on the last exit time |
scientific article; zbMATH DE number 6000240 |
Statements
A remark on static hedging of options written on the last exit time (English)
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26 January 2012
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static hedging strategy
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exotic option
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last exit time
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Carr-Chou's symmetry formula
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