Diversification with options and structured products.
- Published in:
- Review of Derivatives Research, 2021, v. 24, n. 1, p. 55, doi. 10.1007/s11147-020-09169-x
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2021 AND VI 24 AND IP 1
Results: 4
1
2
Bermudan option in Singapore Savings Bonds.
- Published in:
- Review of Derivatives Research, 2021, v. 24, n. 1, p. 31, doi. 10.1007/s11147-020-09168-y
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- Publication type:
- Article
3
Uncertain strike lookback options pricing with floating interest rate.
- Published in:
- Review of Derivatives Research, 2021, v. 24, n. 1, p. 79, doi. 10.1007/s11147-020-09170-4
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- Publication type:
- Article
4
Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes.
- Published in:
- Review of Derivatives Research, 2021, v. 24, n. 1, p. 1, doi. 10.1007/s11147-020-09167-z
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- Publication type:
- Article