@article{publication-3454, author={Syz, J{\"u}rg and Leippold, Markus}, doi={10.1002/fut.20233}, issn={0270-7314}, journal={Journal of Futures Markets}, number=2, pages={151-186}, publisher={Wiley-Blackwell Publishing, Inc.}, title={Trend derivatives: pricing, hedging, and application to executive stock options}, volume=27, year=2007, }