Static Hedging of Exotic Options - Carr - 1998 - The Journal of Finance - Wiley Online Library
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We show how several complex barrier options can be hedged using a portfolio of standard
European options. These hedging strategies only involve trading at a few times during the …

This paper studies barrier options which are chained together, each with payoff contingent
on curved barriers. When the underlying asset price hits a primary curved barrier, a …

This paper derives pricing formulas of standard double barrier option, generalized window
double barrier option and chained option. Our method is based on probabilitic approach. We …

This study provides a systematic and unified approach for constructing exact and static
replications for exotic options, using the theory of integral equations. In particular, we focus …

In this chapter, we give a survey of results for semi-static hedging strategies for exotic
options under different model assumptions and also in a model-independent framework …

Numerous exotic options have been tailor-made over the last twenty years to meet investors'
specific needs. This article aims to propose an intelligible method for classifying the most …

Break Fee Restrictions: Where's the Harm? Page 1 Agenda, Volume 14, Number 2, 2007,
pages 111-122 Break Fee Restrictions: Where's the Harm? Jessica Curtis and Sean Pinder …

In this paper we will give a survey on results for semi-static hedging strategies for exotic
options under different model assumptions and also in a modelindependent framework …

У статті досліджуються особливості групи опціонів з сингулярною функцією виплати, а
саме опціонів з умовною премією. Особлива увага приділяється функції виплати за …