On the Pricing and Hedging of Discrete Dynamic Guaranteed Funds
نویسندگان
چکیده
Eric C. Chang* Faculty of Business and Economics The University of Hong Kong Pokfulam Road, Hong Kong [email protected] (852) 2857-8347 Leong Kwan Li Department of Applied Mathematics The Hong Kong Polytechnic University Hung Hom, Hong Kong [email protected] (852) 2766-6927 and Wai-Man Tse Faculty of Business and Economics The University of Hong Kong Pokfulam Road, Hong Kong [email protected] (852) 9262-5516
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Cross-hedging minimum return guarantees: Basis and liquidity risks
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