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Multi-step barrier products and static hedging
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Lee, Hangsuck;
Choi, Yang Ho
; Lee, Gaeun
Article
Issue Date
2022
Citation
North American Journal of Economics and Finance, v.61, pp 1 - 19
Publisher
Elsevier BV
1
Discover
Author
Lee, Gaeun
1
Choi, Yang Ho
1
Subject
Barrier option
1
Esscher transform
1
Extended static hedging
1
JUMP-DIFFUSION MODEL
1
Multi-step barrier
1
Multi-step reflection principle
1
OPTIONS
1
Reflection principle
1
Static hedging
1
Date Issued
2022
1
Type
Article
1
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ENG
1
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North American Journal of Economi...
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scopus
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ssci
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