Johannes Siven

Personal Details

First Name:	Johannes
Middle Name:
Last Name:	Siven
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RePEc Short-ID:	psi311
	[This author has chosen not to make the email address public]

Citations

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Articles

1. Johannes Siven & Rolf Poulsen, 2009. "Auto-static for the people: risk-minimizing hedges of barrier options," Review of Derivatives Research, Springer, vol. 12(3), pages 193-211, October.

   Cited by:

   1. Chung, San-Lin & Shih, Pai-Ta & Tsai, Wei-Che, 2013. "Static hedging and pricing American knock-in put options," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 191-205.
   2. San‐Lin Chung & Yi‐Ta Huang & Pai‐Ta Shih & Jr‐Yan Wang, 2019. "Semistatic hedging and pricing American floating strike lookback options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 418-434, April.
   3. Mathias Barkhagen & Jörgen Blomvall, 2016. "Modeling and evaluation of the option book hedging problem using stochastic programming," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 259-273, February.
   4. Hansjörg Albrecher & Philipp Mayer, 2010. "Semi-Static Hedging Strategies For Exotic Options," World Scientific Book Chapters, in: Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), Alternative Investments And Strategies, chapter 14, pages 345-373, World Scientific Publishing Co. Pte. Ltd..

More information

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Corrections

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