Kjaer,Mats <br/><br/>
Fast pricing of cliquet options with global floor 
 2006 

 -  2006 
 - 47 - 60  V.  14  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Banking;Bachelier samuelson market model;Monte carlo;Equity;