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Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan; Schoutens, Wim - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
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Static hedging of Asian options under Lévy models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
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Conic option pricing
Madan, Dilip B.; Schoutens, Wim - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
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Static Hedging of Asian Options under Lévy Models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc; … - In: The journal of derivatives : the official publication … 12 (2005) 3, pp. 63
Persistent link: https://www.econbiz.de/10005923133
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Pricing Contingent Convertibles: A Derivatives Approach
De Spiegeleer, Jan; Schoutens, Wim - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 27-36
Persistent link: https://www.econbiz.de/10010052348