PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS
| Main Authors: | , |
|---|---|
| Format: | Journal article |
| Published: |
2012
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| _version_ | 1797066058242195456 |
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| author | Obloj, J Ulmer, F |
| author_facet | Obloj, J Ulmer, F |
| author_sort | Obloj, J |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-06T21:36:56Z |
| format | Journal article |
| id | oxford-uuid:46962cb2-38b8-443c-9179-c161097a1d8f |
| institution | University of Oxford |
| last_indexed | 2024-03-06T21:36:56Z |
| publishDate | 2012 |
| record_format | dspace |
| spelling | oxford-uuid:46962cb2-38b8-443c-9179-c161097a1d8f2022-03-26T15:14:33Z PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONSJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:46962cb2-38b8-443c-9179-c161097a1d8fSymplectic Elements at Oxford2012Obloj, JUlmer, F |
| spellingShingle | Obloj, J Ulmer, F PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
| title |
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
| title_full |
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
| title_fullStr |
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
| title_full_unstemmed |
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
| title_short |
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS |
| title_sort | performance of robust hedges for digital double barrier options |
| work_keys_str_mv | AT oblojj performanceofrobusthedgesfordigitaldoublebarrieroptions AT ulmerf performanceofrobusthedgesfordigitaldoublebarrieroptions |