Static versus dynamic hedges: an empirical comparison for barrier options
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Bibliographic InfoArticle provided by Springer in its journal Review of Derivatives Research.
Volume (Year): 9 (2006)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=102989
Barrier options; Static hedging; Dynamic hedging; Local volatility model; Empirical hedging analysis; G13;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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