Insurance Markets and Companies (Aug 2013)

Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates

Giovanni Masala

Affiliations

Giovanni Masala: Researcher, Department of Economic and Business Science, University of Cagliari

Journal volume & issue: Vol. 4, no. 1

Abstract

No abstracts available.

Published in Insurance Markets and Companies

ISSN: 2616-3551 (Print); 2522-9591 (Online)
Publisher: LLC "CPC "Business Perspectives"
Country of publisher: Ukraine
LCC subjects: Social Sciences: Finance: Insurance
Website: https://businessperspectives.org/journals/insurance-markets-and-companies?category_id=30

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