Talk
Static Hedging and Early Exercise Boundaries for American-style Barrier Options
João Nunes (Nunes, J.); João Ruas (Ruas, J.); José Carlos Dias (Dias, J. C.);
Event Title
8th World Congress of the Bachelier Finance Society
Year (definitive publication)
2014
Language
English
Country
Belgium
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Abstract
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Acknowledgements
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Keywords
Publication Identifiers
ci-pub-19906
Other Publication Details
Yes
Other
Brussels
Conference
International
Oral Presentation