"Pricing cliquet options by tree methods."

Marcellino Gaudenzi, Antonino Zanette (2011)

> Home

Details and statistics

DOI: 10.1007/S10287-009-0109-4

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cms/GaudenziZ11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/GaudenziZ11
Marcellino Gaudenzi, Antonino Zanette:
Pricing cliquet options by tree methods. Comput. Manag. Sci. 8(1-2): 125-135 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.