Pricing and hedging power options
type: Item
instance of: scholarly article
title: Pricing and hedging power options
zbMATH Open document ID: 1153.91507
DOI: 10.1007/BF02425804
author: Ronald C. Heynen
author: Harry M. Kat
published in: Financial Engineering and the Japanese Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5503451
zbMATH Keywords: exotic option pricing
zbMATH Keywords: option hedging
zbMATH Keywords: static hedging
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Quantitative methods for portfolio analysis. MTV model approach
full work available at URL: https://doi.org/10.1007/bf02425804
OpenAlex ID: W3124866724
description: scientific article; zbMATH DE number 5503451