Auto-static for the people: risk-minimizing hedges of barrier options
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- repec:spr:compst:v:70:y:2009:i:3:p:405-433 is not listed on IDEAS
- J. Maruhn & E. Sachs, 2009. "Robust static hedging of barrier options in stochastic volatility models," Mathematical Methods of Operations Research, Springer, vol. 70(3), pages 405-433, December.
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