haku: @author Bergomi, L. / yhteensä: 1
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Tekijä: | Bergomi, L. |
Otsikko: | Smile dynamics |
Lehti: | Risk
2004 : SEP, VOL. 17:9, p. 117-123 |
Asiasana: | finance financial models investments option prices options pricing |
Kieli: | eng |
Tiivistelmä: | In this article, the writer studies the pricing of options, focusing on the pricing of most recent exotic structures such as reverse cliquets or Napoleons. The writer aims to highlight some structural features of these instrumentsÂ’ dynamic properties. |
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