An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS
Rodrigo Hernández, Pu Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Hernández, Rodrigo ; Liu, Pu |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 5, p. 331-340
|
| Subject: | Bonus Certificates | Option Pricing | Structured Products | Financial Innovation | Optionspreistheorie | Option pricing theory | Finanzprodukt | Financial product | Leistungsentgelt | Performance pay | Optionsgeschäft | Option trading | Derivat | Derivative | Standardisierung | Standardization | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010422847