Magis, Paul; Sbuelz, Alessandro The value of fighting irreversible demise by softening the irreversible cost. (English) Zbl 1184.91208 Int. J. Theor. Appl. Finance 9, No. 4, 503-516 (2006). MSC: 91G50 91G20 91B38 PDFBibTeX XMLCite \textit{P. Magis} and \textit{A. Sbuelz}, Int. J. Theor. Appl. Finance 9, No. 4, 503--516 (2006; Zbl 1184.91208) Full Text: DOI
Sbuelz, Alessandro Hedging double barriers with singles. (English) Zbl 1113.91026 Int. J. Theor. Appl. Finance 8, No. 3, 393-407 (2005). MSC: 91B28 PDFBibTeX XMLCite \textit{A. Sbuelz}, Int. J. Theor. Appl. Finance 8, No. 3, 393--407 (2005; Zbl 1113.91026) Full Text: DOI