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Convexity meets replication : hedging of swap derivatives and annuity options
Zheng, Wendong; Kwok, Yue-Kuen - In: The journal of futures markets 31 (2011) 7, pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
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Anatomy of option features in convertible bonds
Lau, Ka Wo; Kwok, Yue-Kuen - In: The journal of futures markets 24 (2004) 6, pp. 513-532
Persistent link: https://www.econbiz.de/10002059351