Convexity meets replication : hedging of swap derivatives and annuity options
Wendong Zheng; Yue Kuen Kwok
| Year of publication: |
2011
|
|---|---|
| Authors: | Zheng, Wendong ; Kwok, Yue-Kuen |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 7, p. 659-678
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Swap |
| 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/10009009213