References

  • Black, F. and Scholes, M. [1973]: The Pricing of Options and Corporate Liabilities, The Journal of Political Economy, 81(3), pp. 637-654
  • Carr, P., Ellis, K. and Gupta, V. [1998]: Static hedging of exotic options, Journal of Finance, 53, 1165-1190
  • Derman, E., Ergener, D. and Kani, I. [1995]: Static Options Replication, Journal of Derivatives, 2 (4), 78-95
  • DeRosa, D. F. [2011]: Options on Foreign Exchange. Wiley Finance
  • Haug, E. G. [2007a]: The Complete Guide to Option Pricing Formulas, 2nd edition. The McGraw-Hill Companies
  • Haug, E. G. [2007b]: Derivatives Models on Models. John Wiley & Sons
  • Hui, C. H. [1996]: One-touch Double Barrier Binary Option Values, Applied Financial Economics, 1996, 6, pp. 343-346
  • Merton, R. [1973]: Theory of Rational ...

Get R: Data Analysis and Visualization now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.