Forward start option is an option whose strike will be determined at some later date. Unlike a standard option, the strike price is not fully determined until an intermediate date before expiration. Cliquet option consists of a series of forward start options.https://osf.io/x29t8/wiki/home
An Equity Forward contract is an agreement between two counterparties to buy a specific number of eq...
International audienceThis paper deals with a subset of lookback options known as cliquet options. T...
A currency forward or FX forward contract is an agreement that allows the buyer to lock in an exchan...
A forward starting option is an option whose strike price is not fully determined until an intermedi...
A cliquet option, also called ratchet option, consists of a series of forward start options, each st...
Cliquet options are widely traded in many retail-structured products. They consist of financial deri...
A quantitative analysis on the pricing of forward starting options under stochastic volatility and s...
A quantitative analysis on the pricing of forward starting options under stochastic volatility and s...
A quantitative analysis on the pricing of forward starting options under stochastic volatility and s...
Forward start options are examined in Heston's (Review of Financial Studies 6 (1993) 327-343) stocha...
We consider the problem of pricing European forward starting options in the presence of stochastic v...
The forward starting CDO (FSCDO) valuation model serves the purpose of pricing a forward starting CD...
We introduce a natural generalization of the forward-starting options. The main feature of the contr...
The forward starting CDO (FSCDO) valuation model serves the purpose of pricing FSCDO trades, which a...
An interest rate future option gives the holder the right but not the obligation to buy or sell an i...
An Equity Forward contract is an agreement between two counterparties to buy a specific number of eq...
International audienceThis paper deals with a subset of lookback options known as cliquet options. T...
A currency forward or FX forward contract is an agreement that allows the buyer to lock in an exchan...
A forward starting option is an option whose strike price is not fully determined until an intermedi...
A cliquet option, also called ratchet option, consists of a series of forward start options, each st...
Cliquet options are widely traded in many retail-structured products. They consist of financial deri...
A quantitative analysis on the pricing of forward starting options under stochastic volatility and s...
A quantitative analysis on the pricing of forward starting options under stochastic volatility and s...
A quantitative analysis on the pricing of forward starting options under stochastic volatility and s...
Forward start options are examined in Heston's (Review of Financial Studies 6 (1993) 327-343) stocha...
We consider the problem of pricing European forward starting options in the presence of stochastic v...
The forward starting CDO (FSCDO) valuation model serves the purpose of pricing a forward starting CD...
We introduce a natural generalization of the forward-starting options. The main feature of the contr...
The forward starting CDO (FSCDO) valuation model serves the purpose of pricing FSCDO trades, which a...
An interest rate future option gives the holder the right but not the obligation to buy or sell an i...
An Equity Forward contract is an agreement between two counterparties to buy a specific number of eq...
International audienceThis paper deals with a subset of lookback options known as cliquet options. T...
A currency forward or FX forward contract is an agreement that allows the buyer to lock in an exchan...
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