Hedging strategies with variable purchase options

  1. Moreno, M.
  2. Navas, J.F.
Book:
Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges

ISBN: 9780124158757

Year of publication: 2012

Pages: 429-442

Type: Book chapter

DOI: 10.1016/B978-0-12-415875-7.00026-9 GOOGLE SCHOLAR