"Robust static hedging of barrier options in stochastic volatility models."

Jan H. Maruhn, Ekkehard W. Sachs (2009)

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DOI: 10.1007/S00186-008-0273-2

access: closed

type: Journal Article

metadata version: 2020-03-03

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Jan H. Maruhn, Ekkehard W. Sachs:
Robust static hedging of barrier options in stochastic volatility models. Math. Methods Oper. Res. 70(3): 405-433 (2009)

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