A1 Journal article (refereed)
Static hedging with traffic light options (2014)

Schmutz, M., & Zürcher, T. (2014). Static hedging with traffic light options. The Journal of Futures Markets, 34(7), 690-702. https://doi.org/10.1002/fut.21621

JYU authors or editors

Publication details

All authors or editors: Schmutz, Michael; Zürcher, Thomas

Journal or series: The Journal of Futures Markets

ISSN: 1096-9934

eISSN: 0270-7314

Publication year: 2014

Volume: 34

Issue number: 7

Pages range: 690-702

Publisher: John Wiley & Sons, Inc.

Place of Publication: Hoboken

Publication country: United States

Publication language: English

DOI: https://doi.org/10.1002/fut.21621

Publication open access: Not open

Publication channel open access: 

Free keywords: static hedging; traffic light options

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2014

JUFO rating: 2