Title of article
The pricing of leverage products: An empirical investigation of the German market for ‘long’ and ‘short’ stock index certificates
Author/Authors
Sascha Wilkens، نويسنده , , Pavel A. Stoimenov، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
16
From page
735
To page
750
Keywords
Structured products , Certificates , pricing , Hedging , Options , German market , Implied volatility
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194007
Link To Document