Gains from structured product markets: The case of reverse-exchangeable securities (RES)

Author:

Benet Bruce A.,Giannetti Antoine,Pissaris Seema

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Pricing and hedging long-term options;Bakshi;Journal of Econometrics,2000

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. A practitioner’s guide to structuring listed equity derivative securities;Braddock,2000

4. The pricing of structured products in the Swiss market;Burth;Journal of Derivatives,2001

5. Pricing the SPIN;Chen;Financial Management,1990

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