✦ LIBER ✦

PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH

✍ Scribed by Hélyette Geman; Marc Yor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust Hedging of Double Touch Barrier O

✍ Cox, A. M. G.; Obloj, Jan 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 570 KB

A General Approach to Hedging Options: A

✍ Hans-Peter Bermin 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 205 KB

Barrier Option Hedging under Constraints

✍ Bentahar, Imen; Bouchard, Bruno 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 359 KB

A discrete-time algorithm for pricing do

✍ Massimo Costabile 📂 Article 📅 2001 🏛 Springer Milan 🌐 English ⚖ 61 KB

Pricing double-barrier options under a f

✍ Ning Cai; Nan Chen; Xiangwei Wan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 842 KB

PRICING AND HEDGING AMERICAN OPTIONS ANA

✍ Jin E. Zhang; Tiecheng Li 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 218 KB