The Pricing of Path-Dependent Structured Financial Retail Products:The Case of Bonus Certificates-Reference-Cited by-同舟云学术

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The Pricing of Path-Dependent Structured Financial Retail Products:The Case of Bonus Certificates

Published:2011-04-26 Issue: Volume: Page:110426051247033
ISSN:1074-1240
Container-title:The Journal of Derivatives
language:en
Short-container-title:Derivatives

Author:

Baule Rainer,Tallau Christian

Publisher

Pageant Media US

Subject

Economics and Econometrics,Finance

Cited by 13 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. Callable Barrier Reverse Convertible Securities;SSRN Electronic Journal;2021

2. Model Risk and Model Choice in the Case of Barrier Options;SSRN Electronic Journal;2018

3. Hedging Costs and Joint Determinants of Premiums and Spreads in Structured Financial Products;SSRN Electronic Journal;2018

4. Taming Models of Prospect Theory in the Wild? Estimation of Vlcek and Hens (2011);SSRN Electronic Journal;2016

5. Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approach;SSRN Electronic Journal;2015

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