Pricing and hedging american strangles with finite maturity - HAL-SHS - Sciences de l'Homme et de la Société Access content directly
Conference Papers Year : 2013
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halshs-00830484 , version 1 (05-06-2013)

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  • HAL Id : halshs-00830484 , version 1

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Laminou Abdou Souleymane, Franck Moraux. Pricing and hedging american strangles with finite maturity. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France. ⟨halshs-00830484⟩
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