Simple Processes and the Pricing and Hedging of Cliquets
Year of publication: |
2010
|
---|---|
Authors: | Madan, Dilip B. |
Other Persons: | Schoutens, Wim (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Hedging |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Series: | Robert H. Smith School Research Paper ; No. RHS 06-111 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1546363 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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