English, Article edition: HEDGING DOUBLE BARRIERS WITH SINGLES ALESSANDRO SBUELZ

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Bookmark: http://trove.nla.gov.au/version/83432
Physical Description
  • article
Language
  • English

Edition details

Title
  • HEDGING DOUBLE BARRIERS WITH SINGLES
Author
  • ALESSANDRO SBUELZ
Physical Description
  • article
Notes
  • Double barrier options can be statically hedged by a portfolio of single barrier knockin options. The main part of the hedge automatically turns into the desired contract along the double barrier corridor extrema.
  • Double barrier options, single barrier options, static hedging
  • RePEc:wsi:ijtafx:v:08:y:2005:i:03:p:393-407
Language
  • English
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