Semi-static hedging for certain Margrabe-type options with barriers
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2010.497494
Reference34 articles.
1. Static replication of barrier options: some general results
2. Change of Time and Change of Measure
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