Pricing exotic options in a regime switching economy: a Fourier transform method.
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- Review of Derivatives Research, 2018, v. 21, n. 2, p. 231, doi. 10.1007/s11147-017-9139-1
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Works matching IS 13806645 AND DT 2018 AND VI 21 AND IP 2
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The volatility target effect in structured investment products with capital protection.
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- Review of Derivatives Research, 2018, v. 21, n. 2, p. 201, doi. 10.1007/s11147-017-9138-2
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- Article
3
Risk-adjusted option-implied moments.
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- Review of Derivatives Research, 2018, v. 21, n. 2, p. 149, doi. 10.1007/s11147-017-9136-4
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- Article