Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Year of publication: |
2009
|
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Authors: | Wallmeier, Martin ; Diethelm, Martin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 2, p. 59-72
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Subject: | Optionsgeschäft | Option trading | Finanzanalyse | Financial analysis | Theorie | Theory | Schweiz | Switzerland |
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