The pricing and hedging of structured notes with systematic jump risk: An analysis of the USD knock-out reversed swap
| Year of publication: |
2010
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|---|---|
| Authors: | Wang, Shin-Yun ; Lin, Shih-Kuei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 19.2010, 1, p. 106-119
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