University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options

Matthias Fengler, Bernd Engelmann, Morten Nalholm & Peter Schwendner

fulltext etc. no fulltext attached
abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 1-1-2006
journal Review of Derivatives Research
publisher Springer Science+Business Media, LLC
ISSN 1380-6645
volume of journal 9
number of issue 3
page(s) 239-264
review double-blind review
   
citation Fengler, M., Engelmann, B., Nalholm, M., & Schwendner, P. (2006). Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options. Review of Derivatives Research, 9(3), 239-264.