Interest rate swaps: a comparison of compounded daily versus discrete reference rates.
- Published in:
- Review of Derivatives Research, 2023, v. 26, n. 1, p. 1, doi. 10.1007/s11147-022-09191-1
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2023 AND VI 26 AND IP 1
Results: 4
1
2
Hedging cryptocurrency options.
- Published in:
- Review of Derivatives Research, 2023, v. 26, n. 1, p. 91, doi. 10.1007/s11147-023-09194-6
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- Publication type:
- Article
3
Continuity correction: on the pricing of discrete double barrier options.
- Published in:
- Review of Derivatives Research, 2023, v. 26, n. 1, p. 51, doi. 10.1007/s11147-022-09193-z
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- Publication type:
- Article
4
Pricing vulnerable basket spread options with liquidity risk.
- Published in:
- Review of Derivatives Research, 2023, v. 26, n. 1, p. 23, doi. 10.1007/s11147-022-09192-0
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- Publication type:
- Article