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Cited by

• 2000The valuation of American barrier options using the decomposition technique97 cited
• 2007Calibration and hedging under jump diffusion91 cited
• 2011Robust Hedging of Double Touch Barrier Options78 cited
• 2002Static replication of barrier options: some general results62 cited
• 2004Delta-hedging vega risk?58 cited
• 2001VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY55 cited
• 2006Static hedging and model risk for barrier options54 cited
• 2001Pricing, no-arbitrage bounds and robust hedging of instalment options53 cited
• 2002Hedging Complex Barrier Options43 cited
• 2002Static versus Dynamic Hedging of Exotic Options: An Evaluation of Hedge Performance via Simulation42 cited
• 2009Dynamic Hedging Under Jump Diffusion with Transaction Costs42 cited
• 2009Static hedging and pricing American options39 cited
• 2003An examination of the effectiveness of static hedging in the presence of stochastic volatility39 cited
• 2006Static versus dynamic hedges: an empirical comparison for barrier options37 cited
• 2018Static hedging and pricing of exotic options with payoff frames