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An economic analysis of bank-issued market-indexed certificate of deposit : an option pricing approach
Hernández, Rodrigo; Brusa, Jorge; Liu, Pu - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 195-208
Persistent link: https://www.econbiz.de/10009389626
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Valuation of certificates on a straddle with forward start : theory and evidence
Hernández, Rodrigo; Shao, Yinying - In: Theoretical economics letters 4 (2014) 5, pp. 341-349
Persistent link: https://www.econbiz.de/10010422844
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An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS
Hernández, Rodrigo; Liu, Pu - In: Theoretical economics letters 4 (2014) 5, pp. 331-340
Persistent link: https://www.econbiz.de/10010422847
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Contingent claim valuation of express certificates
Hernández, Rodrigo; Tobler, Christopher; Brusa, Jorge - In: Banking and finance review 2 (2010) 2, pp. 119-126
Persistent link: https://www.econbiz.de/10008936563
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Leverage certificates : a case of innovative financial engineering
Hernández, Rodrigo; Shao, Yingying; Liu, Pu - In: Review of economics & finance 9 (2017) 3, pp. 71-82
Persistent link: https://www.econbiz.de/10011718774