How much is the gap?—Efficient jump risk-adjusted valuation of leveraged certificates (Q4555149)
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scientific article; zbMATH DE number 6981262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How much is the gap?—Efficient jump risk-adjusted valuation of leveraged certificates |
scientific article; zbMATH DE number 6981262 |
Statements
How much is the gap?—Efficient jump risk-adjusted valuation of leveraged certificates (English)
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19 November 2018
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leveraged certificates
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barrier options
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overnight gap
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risk management
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