Pricing the SPIN

Author:

Chen K. C.,Sears R. Stephen

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Cited by 51 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. Structured Financial Product Designing;Open Journal of Social Sciences;2023

2. An Optimization Approach for Pricing of Sherpa Target Redemption Notes;Tehnicki vjesnik - Technical Gazette;2022-10-15

3. Design and Valuation of Weather Structured Financial Products;2022 6th Annual International Conference on Data Science and Business Analytics (ICDSBA);2022-10

4. Research on the Pricing Strategy of Stock-linked Structured Financial Products Based on Cholesky Decomposition and Monte Carlo Simulation;2022 6th Annual International Conference on Data Science and Business Analytics (ICDSBA);2022-10

5. Performance of advanced stock price models when it becomes exotic: an empirical study;Annals of Finance;2021-08-28

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