Author:
Allen Steve,Padovani Otello
Subject
Economics and Econometrics
Cited by
8 articles.
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1. References;Financial Risk Management;2015-10-02
2. Optimal Timing to Purchase Options;SIAM Journal on Financial Mathematics;2011-01
3. Static Hedging;Encyclopedia of Quantitative Finance;2010-05-15
4. Auto-static for the people: risk-minimizing hedges of barrier options;Review of Derivatives Research;2009-08-01
5. Robust static hedging of barrier options in stochastic volatility models;Mathematical Methods of Operations Research;2008-12-02