Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
E W Sachs
Information about the author E W Sachs will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Robust static hedging of barrier options in stochastic volatility models
2009
Static hedge portfolios for barrier options are extremely sensitive with respect to...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
