Title
Numerical experiments on hedging cliquet options Numerical experiments on hedging cliquet options
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
London ,
Subject
Economics
Mathematics
Source (journal)
The journal of risk. - London, 1998, currens
Volume/pages
17(2014) :1 , p. 85-103
ISSN
1465-1211
1755-2842
ISI
000348567200005
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
E-info
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000348567200005&DestLinkType=RelatedRecords&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000348567200005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848