Pricing and Hedging of Cliquet Options and Locally Capped Contracts

Published 2013 View Full Article

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Title
Pricing and Hedging of Cliquet Options and Locally Capped Contracts
Authors
Keywords
-
Journal
SIAM Journal on Financial Mathematics
Volume 4, Issue 1, Pages 353-371
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2013-04-04
DOI
10.1137/100818157

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