Trend Derivatives: Pricing, Hedging, and Application to Executive Stock Options

Author(s):  
Markus Leippold ◽  
Juerg M. Syz

2006 ◽  
Vol 27 (2) ◽  
pp. 151-186 ◽  
Author(s):  
Markus Leippold ◽  
Jürg Syz




2007 ◽  
Author(s):  
Douglas W. Blackburn ◽  
Andrey Ukhov








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