PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS
Year of publication: |
2009
|
---|---|
Authors: | KOKHOLM, THOMAS |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 12.2009, 05, p. 687-707
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Traffic light option | LIBOR market model | correlation | simulation | hybrid products |
-
Pricing of Traffic Light Options and other Correlation Derivatives
Kokholm, Thomas, (2008)
-
Pricing of traffic light options and other correlation derivatives
Kokholm, Thomas, (2008)
-
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio, (2018)
- More ...
-
Central clearing of OTC derivatives: Bilateral vs multilateral netting
Cont, Rama, (2014)
-
Pricing of traffic light options and other correlation derivatives
Kokholm, Thomas, (2008)
-
Sato processes in default modeling
Kokholm, Thomas, (2009)
- More ...