Publication
Title
On the cost of poor volatility modeling : the case of cliquets
Author
Kilin, Fiodar
Nalholm, Morten
Wystup, Uwe
Language
English
Source (series)
Research Report / Frankfurt School of Finance & Management, Center for Practical Quantitative Finance
Publication
Frankfurt am Main
:
2008
UAntwerpen
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
Minutes and reports
Subject
Economics
Mathematics
External links
Record
Identifier
Creation
03.03.2015
Last edited
22.08.2023
To cite this reference
https://hdl.handle.net/10067/1234940151162165141