Numerical Methods and Volatility Models for Valuing Cliquet Options
| Year of publication: |
2006
|
|---|---|
| Authors: | Windcliff, H.A. ; Forsyth, P.A. ; Vetzal, K.R. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 13.2006, 4, p. 353
|