Pricing and hedging american strangles with finite maturity
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | 30th International French Finance Association conference (AFFI) |
| Author | Souleymane, Laminou Abdou, Moraux, Franck |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 20:42 (UTC) |
| Created | May 10, 2026, 20:42 (UTC) |
| Identifier | halshs-00830484 |
| Language | en |
| contributor | Centre de recherche en économie et management (CREM) ; Université de Caen Normandie (UNICAEN) ; Normandie Université (NU)-Normandie Université (NU)-Université de Rennes (UR)-Centre National de la Recherche Scientifique (CNRS) |
| coverage | Lyon, France |
| creator | Souleymane, Laminou Abdou |
| date | 2013-05-28T00:00:00 |
| harvest_object_id | c4da1d8e-f491-4970-8c09-1b2b7ef6c52c |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2024-03-20T00:00:00 |
| set_spec | type:COMM |