Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process-Reference-Cited by-同舟云学术

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Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process

Published:2017-10 Issue:4 Volume:62 Page:1160-1182
ISSN:0186-1042
Container-title:Contaduría y Administración
language:en
Short-container-title:Contaduría y Administración

Author:

Climent Hernández José Antonio,Cruz Matú Carolina

Publisher

Universidad Nacional Autonoma de Mexico

Subject

General Business, Management and Accounting

Reference20 articles.

1. Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas, Working Paper, Munich Personal RePEc Archive;Aguilar-Juárez,2014

2. How to invest in structured products: A guide for investors and asset managers;Blümke,2009

3. Risk classes for structured products: Mathematical aspects and their implications on behavioral investors;Cao;Annals of Finance,2013

4. Notas Estructuradas;Castillo Miranda,2008

5. Stable distributions. Statistical tools for finance and insurance;Čížek,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Valuación de opciones con ajustes a distribuciones a-estables y contabilidad bajo la norma internacional de información financiera;Contaduría y Administración;2020-05-09

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