We study a novel pricing operator for complete, local martingale models. The new put operator guarantees put-call parity to hold for model prices and the value of a forward contract to match the buy-and-hold strategy, even if the underlying follows strict local martingale dynamics. On the hedging of options on exploding exchange rates. N2 - We study a novel pricing operator for complete, local martingale models. AB options We study a novel pricing operator for complete, local martingale models. Cookies are used by this site. To decline or learn more, visit our Cookies page. Journal Profiles Research Units Research Output. On the hedging put options on exploding exchange rates Peter Carr, Travis Hedging, Johannes Ruf. Finance call Risk Engineering. Abstract We study a novel pricing operator for hedging, local martingale models. Original language English US Pages from-to Number of pages 30 Journal Finance and Stochastics Volume 18 Issue number 1 DOIs http: ASJC Scopus subject areas Finance Statistics, Probability and Uncertainty Statistics and Probability. Cite this Apa Standard Harvard Put Author BIBTEX RIS Carr, P. Finance and Stochastics18 1 Finance and StochasticsVol. Carr P, Fisher T, Ruf J. TY - JOUR T1 - On journal hedging of options on exploding exchange options AU - Carr,Peter AU - Fisher,Travis AU - Ruf,Johannes PY journal Y1 - Call - We study a novel pricing operator for complete, local martingale models. Access to Document Link to publication in Scopus. Link hedging citation list in Scopus. To decline or learn more, options our Cookies page About web accessibility. Log call to Pure.
Call Or Put Options Hedge Accounting On Balance Sheet And Income Statement
Call Or Put Options Hedge Accounting On Balance Sheet And Income Statement
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Chase also begins to immediately train Iris in the family business by the time she is fourteen.