Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates

Published August 14, 2013
Author(s)

Link to ORCID Index: https://orcid.org/0000-0003-1719-641X

Giovanni Masala
Article Info
Volume 4 2013, Issue #1
TO CITE

883 Views
568 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Insurance Markets and Companies

Insurance Markets and Companies

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept

DMCA.com Protection Status