Pricing and Hedging of Cliquet Options and Locally Capped Contracts.

Carole Bernard Wenbo V. Li

Published in: SIAM J. Financial Math. (2013)

Keyphrases

option pricing
black scholes model
black scholes
convertible bonds
stock price
decision analysis
real option
supply chain
pricing model
financial markets
double exponential
payoff functions
non stationary
principal agent