Hedging Complex Barrier Options

By Peter P. Carr, Andrew Chou. 2002

59 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ba00b930f3b417143bec6f2a87d3f09b6ab580fe

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Roger Lee
2. Peter P. Carr
3. Peter Tankov
4. V. Todorov
5. Martin Keller‐Ressel
6. José E. Figueroa-López
7. Aleksandar Mijatovic
8. Jan Kallsen

Citations in the corpus

• PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (2009, background): “Then, extending Bowie-Carr [4], CarrEllis-Gupta [7], and Carr-Chou [5, 6], we replicate – and thus price – single barrier, double barrier, and sequential barrier options having general payoffs.”