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Hedging Complex Barrier Options

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References

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2006OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS42 cited
2018Static hedging and pricing of exotic options with payoff frames36 cited
2018A Mellin transform approach to barrier option pricing35 cited
2006Barrier options and their static hedges: simple derivations and extensions

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34 cited

2011Pricing barrier and average options in a stochastic volatility environment.33 cited

2008Local time and the pricing of time-dependent barrier options32 cited

2008Efficient static replication of European options under exponential Lévy models27 cited

2003Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks23 cited