ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude Bardos, Raphaël Douady and Andrei Fursikov

ESAIM: COCV, 8 (2002) 127-142

Published online: 15 August 2002

DOI: 10.1051/cocv:2002040

Claude Bardos

Raphaël Douady

Andrei Fursikov

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