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Pricing and Hedging of Cliquet Options and Locally Capped Contracts

✍ Scribed by Bernard, Carole; Li, Wenbo V.

Book ID
126743469
Publisher
Society for Industrial and Applied Mathematics
Year
2013
Tongue
English
Weight
327 KB
Volume
4
Category
Article
ISSN
1945-497X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Pricing and hedging capped options
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Vinzenz Bronzin’s Option Pricing Models
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In 1908, Vinzenz Bronzin, A Professor Of Mathematics At The Accademia Di Commercio E Nautica In Trieste, Published A Booklet In German Entitled Theorie Der PrΓ€miengeschΓ€fte (theory Of Premium Contracts) Which Is An Old Type Of Option Contract. Almost Like Bachelier’s Now Famous Dissertation (1900),