Pricing and upper price bounds of relax certificates
نویسندگان
چکیده
منابع مشابه
Pricing and Upper Price Bounds of Relax Certificates
Relax certificates are written on multiple underlying stocks. The payoff depends on a barrier condition such that it is path–dependent. So long as none of the underlying assets crosses a lower barrier, the investor receives the payoff of a coupon bond. Otherwise, there is a cash settlement at maturity which depends on the lowest stock return. Thus, the products consist of a knock-out coupon bon...
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ژورنال
عنوان ژورنال: Review of Managerial Science
سال: 2010
ISSN: 1863-6683,1863-6691
DOI: 10.1007/s11846-010-0047-0