A remark on static hedging of options written on the last exit time

Yuri Imamura ()

Review of Derivatives Research, 2011, vol. 14, issue 3, pages 333-347

Keywords: Static hedging strategy; Exotic option; Last exit time; Carr-Chou’s symmetry formula; G13; C69 (search for similar items in EconPapers)
Date: 2011
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