Hedging Entry and Exit Decisions: Activating and Deactivating Barrier Options - Université Paris 8 Vincennes - Saint-Denis
Article Dans Une Revue Journal of Applied Mathematics and Decision Sciences Année : 2002

Hedging Entry and Exit Decisions: Activating and Deactivating Barrier Options

Laurent Gauthier

Dates et versions

hal-04328819 , version 1 (07-12-2023)

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Citer

Laurent Gauthier. Hedging Entry and Exit Decisions: Activating and Deactivating Barrier Options. Journal of Applied Mathematics and Decision Sciences, 2002, 6 (1), pp.51-70. ⟨10.1207/S15327612JAMD0601_04⟩. ⟨hal-04328819⟩
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