Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/78300
Authors: 
Topper, Jürgen
Year of Publication: 
2001
Series/Report no.: 
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät, Universität Hannover 224e
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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