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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | A forward started jump-diffusion model and pricing of cliquet style exotics |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Review of Derivatives Research |
| Geographical Reach | international |
| Volume | 13 |
| Number | 2 |
| Page Range | 125 - 140 |
| Date | 2010 |
| Export |
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