Pricing and Hedging of Cliquet Options and Locally Capped...

Pricing and Hedging of Cliquet Options and Locally Capped Contracts

Bernard, Carole, Li, Wenbo V.
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Volume:
4
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/100818157
Date:
January, 2013
File:
PDF, 327 KB
english, 2013
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