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
- Rolf Poulsen, 2006. "Barrier options and their static hedges: simple derivations and extensions," Quantitative Finance, Taylor & Francis Journals, vol. 6(4), pages 327-335.
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0311013, EconWPA, revised 04 Dec 2003.
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- Hans Föllmer & Alexander Schied, 2002. "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, vol. 6(4), pages 429-447.
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