Robust Hedging of Barrier Options-Reference-Cited by-同舟云学术

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Robust Hedging of Barrier Options

Published:2001-07 Issue:3 Volume:11 Page:285-314
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Brown Haydyn¹,Hobson David¹,Rogers L. C. G.¹

Affiliation:

1. Department of Mathematical Sciences, University of Bath

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/1467-9965.00116

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