Outperformance Certificates: analysis, pricing, interpretation, and performance
Year of publication: |
2013
|
---|---|
Authors: | Hernández, Rodrigo ; Lee, Wayne ; Liu, Pu ; Dai, Tian-Shyr |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 40.2013, 4, p. 691-713
|
Publisher: |
Springer |
Subject: | Option pricing | Structured products | Financial innovation | Outperformance Certificates |
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