Pricing and hedging of cliquet options and locally capped contracts (Q2873132)
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scientific article; zbMATH DE number 6249465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of cliquet options and locally capped contracts |
scientific article; zbMATH DE number 6249465 |
Statements
23 January 2014
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pricing
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hedging
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cliquet option
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locally capped payoff
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0.8999834
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0.8866297
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0.87686944
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0.8708314
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0.8679645
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0.8677534
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0.86092836
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0.8588736
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0.85631347
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Pricing and hedging of cliquet options and locally capped contracts (English)
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