A few insights into cliquet options
Year of publication: |
2012
|
---|---|
Authors: | Guillaume, Tristan |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 17.2012, 2, p. 163-180
|
Subject: | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
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