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Conference papers

Pricing and hedging american strangles with finite maturity

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https://halshs.archives-ouvertes.fr/halshs-00830484
Contributor : Sophie Bernardini <>
Submitted on : Wednesday, June 5, 2013 - 10:51:06 AM
Last modification on : Thursday, January 14, 2021 - 1:15:02 PM

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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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