Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/78300 
Authors: 
Year of Publication: 
2001
Series/Report no.: 
Diskussionsbeitrag No. 224e
Publisher: 
Universität Hannover, Wirtschaftswissenschaftliche Fakultät, Hannover
Abstract: 
Except for special cases, passport option s do not have closed-form solutions. Here we show how to derive approximate solutions using finite element methods. We also show that finite elements offer advantages in computing the hedge parameters.
JEL: 
C61
C63
G13
Document Type: 
Working Paper

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