Issue 1/2023
Content (4 Articles)
Interest rate swaps: a comparison of compounded daily versus discrete reference rates
Robert Jarrow, Siguang Li
Continuity correction: on the pricing of discrete double barrier options
- Open Access
Sheng-Feng Luo, Hsin-Chieh Wong
Hedging cryptocurrency options
- Open Access
Jovanka Lili Matic, Natalie Packham, Wolfgang Karl Härdle
