Abstract
A portfolio is said to be static if it is unmanaged, which means that the content is not changed through time. In this chapter we review some important situations where static replication can be used for pricing or for finding upper and lower bounds on prices.
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© 2011 Springer-Verlag Berlin Heidelberg
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Ekstrand, C. (2011). Static Replication. In: Financial Derivatives Modeling. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22155-2_2
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DOI: https://doi.org/10.1007/978-3-642-22155-2_2
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-22154-5
Online ISBN: 978-3-642-22155-2
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