Valuing rebate options and equity-linked products
Hangsuck Lee, Himchan Jeong, Gaeun Lee
| Year of publication: |
2023
|
|---|---|
| Authors: | Lee, Hangsuck ; Jeong, Himchan ; Lee, Gaeun |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-15
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| Subject: | Equity-indexed annuities | Equity-linked securities | Multi-step reflection principle | Rebate options | Reflection principle | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Rabatt | Rebate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101968 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485473