Published December 27, 2022
| Version v1
Presentation
Open
Capped Accumulated Return Call Valuation with Lock-In Feature
Creators
Description
A Monte Carlo (Gaussian MC and Quasi MC) pricing model is presented for the product named capped-accumulated-return-call (CARC) with lock in feature.
Notes
https://ia601505.us.archive.org/7/items/amortizing-floor-option/AmortizingFloorOption.pdf
Files
CARCLockIn.pdf
Files
(112.7 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:9336c5b355fd75fdaea12924ae511ca9
|
112.7 kB | Preview Download |