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"Robust Hedging of Double Touch Barrier Options."

Alexander M. G. Cox, Jan Oblój (2011)

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DOI: 10.1137/090777487

access: closed

type: Journal Article

metadata version: 2018-11-02

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  - https://dblp.org/rec/journals/siamfm/CoxO11
Alexander M. G. Cox, Jan Oblój:
Robust Hedging of Double Touch Barrier Options. SIAM J. Financial Math. 2(1): 141-182 (2011)

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