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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 196/2006
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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 196/2006
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Author
Depta, Adam (1)
Subjectput-call symmetry (1)
single barrier options (1)
static hedging (1)... View MoreDate Issued2006 (1)Has File(s)Yes (1)

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Static Hedging of Barier Options of Type Down-and-Out Calls 

Depta, Adam (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
The paper presents path-dependent options with a single barrier in terms of path-independent standard options. The key to providing this result is put-call symmetry, which is assumed to hold when the underlying first ...

University of Lodz Repository

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University of Lodz Repository

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