Numerical experiments on hedging cliquet options
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Risk |
| Volume | 17 |
| Issue number | 1 |
| Pages (from-to) | 85–103 |
| ISSN | 1465-1211 |
| Publication status | Published - 2014 |
ID: 161442808