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