A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132)
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scientific article; zbMATH DE number 5786518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forward started jump-diffusion model and pricing of cliquet style exotics |
scientific article; zbMATH DE number 5786518 |
Statements
A forward started jump-diffusion model and pricing of cliquet style exotics (English)
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16 September 2010
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exotic options
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forward volatility smiles
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variance swaps
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cliquets
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