Matches in SemOpenAlex for { <https://semopenalex.org/work/W2804861884> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2804861884 endingPage "112" @default.
- W2804861884 startingPage "107" @default.
- W2804861884 abstract "The aim of this paper is to calculate the replicating portfolio of two geometric average options in the Black-Sholes model. Seeing this calculation, we can observe that the delta hedge of these options have simple forms. So, it is easy to create the hedging scheme of these options." @default.
- W2804861884 created "2018-06-01" @default.
- W2804861884 creator A5032119143 @default.
- W2804861884 creator A5089078933 @default.
- W2804861884 date "2000-05-05" @default.
- W2804861884 modified "2023-10-16" @default.
- W2804861884 title "On the replicating portfolio of some exotic options" @default.
- W2804861884 cites W2061724927 @default.
- W2804861884 cites W2066406479 @default.
- W2804861884 cites W2077791698 @default.
- W2804861884 cites W4242317941 @default.
- W2804861884 cites W4252246349 @default.
- W2804861884 doi "https://doi.org/10.5687/sss.2000.107" @default.
- W2804861884 hasPublicationYear "2000" @default.
- W2804861884 type Work @default.
- W2804861884 sameAs 2804861884 @default.
- W2804861884 citedByCount "1" @default.
- W2804861884 crossrefType "journal-article" @default.
- W2804861884 hasAuthorship W2804861884A5032119143 @default.
- W2804861884 hasAuthorship W2804861884A5089078933 @default.
- W2804861884 hasBestOaLocation W28048618841 @default.
- W2804861884 hasConcept C106159729 @default.
- W2804861884 hasConcept C111472728 @default.
- W2804861884 hasConcept C126255220 @default.
- W2804861884 hasConcept C134306372 @default.
- W2804861884 hasConcept C138060521 @default.
- W2804861884 hasConcept C138885662 @default.
- W2804861884 hasConcept C144237770 @default.
- W2804861884 hasConcept C149782125 @default.
- W2804861884 hasConcept C162118730 @default.
- W2804861884 hasConcept C162324750 @default.
- W2804861884 hasConcept C18903297 @default.
- W2804861884 hasConcept C194483076 @default.
- W2804861884 hasConcept C202655437 @default.
- W2804861884 hasConcept C21099588 @default.
- W2804861884 hasConcept C2780586882 @default.
- W2804861884 hasConcept C2780821815 @default.
- W2804861884 hasConcept C33923547 @default.
- W2804861884 hasConcept C41008148 @default.
- W2804861884 hasConcept C70771513 @default.
- W2804861884 hasConcept C77618280 @default.
- W2804861884 hasConcept C86803240 @default.
- W2804861884 hasConceptScore W2804861884C106159729 @default.
- W2804861884 hasConceptScore W2804861884C111472728 @default.
- W2804861884 hasConceptScore W2804861884C126255220 @default.
- W2804861884 hasConceptScore W2804861884C134306372 @default.
- W2804861884 hasConceptScore W2804861884C138060521 @default.
- W2804861884 hasConceptScore W2804861884C138885662 @default.
- W2804861884 hasConceptScore W2804861884C144237770 @default.
- W2804861884 hasConceptScore W2804861884C149782125 @default.
- W2804861884 hasConceptScore W2804861884C162118730 @default.
- W2804861884 hasConceptScore W2804861884C162324750 @default.
- W2804861884 hasConceptScore W2804861884C18903297 @default.
- W2804861884 hasConceptScore W2804861884C194483076 @default.
- W2804861884 hasConceptScore W2804861884C202655437 @default.
- W2804861884 hasConceptScore W2804861884C21099588 @default.
- W2804861884 hasConceptScore W2804861884C2780586882 @default.
- W2804861884 hasConceptScore W2804861884C2780821815 @default.
- W2804861884 hasConceptScore W2804861884C33923547 @default.
- W2804861884 hasConceptScore W2804861884C41008148 @default.
- W2804861884 hasConceptScore W2804861884C70771513 @default.
- W2804861884 hasConceptScore W2804861884C77618280 @default.
- W2804861884 hasConceptScore W2804861884C86803240 @default.
- W2804861884 hasIssue "0" @default.
- W2804861884 hasLocation W28048618841 @default.
- W2804861884 hasOpenAccess W2804861884 @default.
- W2804861884 hasPrimaryLocation W28048618841 @default.
- W2804861884 hasRelatedWork W1560162210 @default.
- W2804861884 hasRelatedWork W2069813186 @default.
- W2804861884 hasRelatedWork W2109617961 @default.
- W2804861884 hasRelatedWork W2170968130 @default.
- W2804861884 hasRelatedWork W2187842972 @default.
- W2804861884 hasRelatedWork W2195079701 @default.
- W2804861884 hasRelatedWork W2351619948 @default.
- W2804861884 hasRelatedWork W25226298 @default.
- W2804861884 hasRelatedWork W3121378067 @default.
- W2804861884 hasRelatedWork W4283806302 @default.
- W2804861884 hasVolume "2000" @default.
- W2804861884 isParatext "false" @default.
- W2804861884 isRetracted "false" @default.
- W2804861884 magId "2804861884" @default.
- W2804861884 workType "article" @default.