Numerical experiments on hedging cliquet options

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

Numerical experiments on hedging cliquet options. / Kilin, Fiodar ; Nalholm, Morten; Wystup, Uwe.

I: Journal of Risk, Bind 17, Nr. 1, 2014, s. 85–103.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Kilin, F, Nalholm, M & Wystup, U 2014, 'Numerical experiments on hedging cliquet options', Journal of Risk, bind 17, nr. 1, s. 85–103.

APA

Kilin, F., Nalholm, M., & Wystup, U. (2014). Numerical experiments on hedging cliquet options. Journal of Risk, 17(1), 85–103.

Vancouver

Kilin F, Nalholm M, Wystup U. Numerical experiments on hedging cliquet options. Journal of Risk. 2014;17(1):85–103.

Author

Kilin, Fiodar ; Nalholm, Morten ; Wystup, Uwe. / Numerical experiments on hedging cliquet options. I: Journal of Risk. 2014 ; Bind 17, Nr. 1. s. 85–103.

Bibtex

@article{7c8a2ff20040444ab1059cdee35a6724,
title = "Numerical experiments on hedging cliquet options",
author = "Fiodar Kilin and Morten Nalholm and Uwe Wystup",
year = "2014",
language = "English",
volume = "17",
pages = "85–103",
journal = "Journal of Risk",
issn = "1465-1211",
publisher = "Risk publications",
number = "1",

}

RIS

TY - JOUR

T1 - Numerical experiments on hedging cliquet options

AU - Kilin, Fiodar

AU - Nalholm, Morten

AU - Wystup, Uwe

PY - 2014

Y1 - 2014

M3 - Journal article

VL - 17

SP - 85

EP - 103

JO - Journal of Risk

JF - Journal of Risk

SN - 1465-1211

IS - 1

ER -

ID: 161442808