X hits on this document

PDF document

100882_price_bounds_derivatives.pdf - page 1 / 24

60 views

0 shares

0 downloads

0 comments

1 / 24

Working Paper Series

_______________________________________________________________________________________________________________________

National Centre of Competence in Research Financial Valuation and Risk Management

Working Paper No. 536

Arbitrage Free Price Bounds for Property Derivatives

J. Syz

P. Vanini

First version: June 2009 Current version: June 2009

This research has been carried out within the NCCR FINRISK project on “Credit Risk and Non-Standard Sources of Risk in Finance”

___________________________________________________________________________________________________________

Document info
Document views60
Page views60
Page last viewedTue Dec 06 16:54:29 UTC 2016
Pages24
Paragraphs568
Words6666

Comments