Normal view MARC view ISBD view

Fast pricing of cliquet options with global floor

Kjaer,Mats

Fast pricing of cliquet options with global floor 2006 - 2006 - 47 - 60 V. 14 Issue. 2

Subjects--Topical Terms:
Derivatives

Subjects--Index Terms: Banking;Bachelier samuelson market model;Monte carlo;Equity;

Print
Add to your cart (remove)
Send to device
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)