References
Black, F. and Scholes, M. [1973]: The Pricing of Options and Corporate Liabilities, The Journal of Political Economy, 81(3), pp. 637-654
Carr, P., Ellis, K. and Gupta, V. [1998]: Static hedging of exotic options, Journal of Finance, 53, 1165-1190
Derman, E., Ergener, D. and Kani, I. [1995]: Static Options Replication, Journal of Derivatives, 2 (4), 78-95
DeRosa, D. F. [2011]: Options on Foreign Exchange. Wiley Finance
Haug, E. G. [2007a]: The Complete Guide to Option Pricing Formulas, 2nd edition. The McGraw-Hill Companies
Haug, E. G. [2007b]: Derivatives Models on Models. John Wiley & Sons
Hui, C. H. [1996]: One-touch Double Barrier Binary Option Values, Applied Financial Economics, 1996, 6, pp. 343-346
Merton, R. [1973]: Theory of Rational Option Pricing, The Bell Journal of Economics and Management Science, 4(1), pp. 141-183
Taleb, N. N., [1997]: Dynamic Hedging. John Wiley & Sons
Wilmott, P., [2006]: Quantitative Finance, 2nd edition. John Wiley & Sons