Numerical experiments on hedging cliquet options
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Standard
Numerical experiments on hedging cliquet options. / Kilin, Fiodar ; Nalholm, Morten; Wystup, Uwe.
I: Journal of Risk, Bind 17, Nr. 1, 2014, s. 85–103.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Kilin, F, Nalholm, M & Wystup, U 2014, 'Numerical experiments on hedging cliquet options', Journal of Risk, bind 17, nr. 1, s. 85–103.
APA
Kilin, F., Nalholm, M., & Wystup, U. (2014). Numerical experiments on hedging cliquet options. Journal of Risk, 17(1), 85–103.
Vancouver
Kilin F, Nalholm M, Wystup U. Numerical experiments on hedging cliquet options. Journal of Risk. 2014;17(1):85–103.
Author
Bibtex
@article{7c8a2ff20040444ab1059cdee35a6724,
title = "Numerical experiments on hedging cliquet options",
author = "Fiodar Kilin and Morten Nalholm and Uwe Wystup",
year = "2014",
language = "English",
volume = "17",
pages = "85–103",
journal = "Journal of Risk",
issn = "1465-1211",
publisher = "Risk publications",
number = "1",
}
RIS
TY - JOUR
T1 - Numerical experiments on hedging cliquet options
AU - Kilin, Fiodar
AU - Nalholm, Morten
AU - Wystup, Uwe
PY - 2014
Y1 - 2014
M3 - Journal article
VL - 17
SP - 85
EP - 103
JO - Journal of Risk
JF - Journal of Risk
SN - 1465-1211
IS - 1
ER -
ID: 161442808