Static Hedging of Barrier Options with a Smile: An Inverse Problem

Author: Bardos Claude   Douady Raphaël   Fursikov Andrei  

Publisher: Edp Sciences

E-ISSN: 1262-3377|8|issue|127-142

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.8, Iss.issue, 2010-03, pp. : 127-142

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract