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Static Hedging and Pricing American
Knock-Out Options
Knock-Out Options
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- Article
- Abstract
- FORMULATION OF THE SHPs FOR AMERICAN KNOCK-OUT PUTS
- FORMULATION OF THE STATIC HEDGING PORTFOLIOS FOR AMERICAN KNOCK-OUT CALLS
- THE HEDGE PERFORMANCE OF STATIC HEDGE VERSUS DYNAMIC HEDGE FOR AMERICAN KNOCK-OUT OPTIONS UNDER THE BLACK-SCHOLES MODEL
- EFFICIENCY OF THE SHP FOR PRICING AMERICAN KNOCK-OUT OPTIONS
- CONCLUSIONS
- APPENDIX A
- APPENDIX B
- ENDNOTES
- REFERENCES
- Info & Metrics
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