CORE Search Results Start Search Over

• Forward Starting Option Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities

  Item Type:

  Essay

  Tag(s):

  forward start option, cliquet

  Search term matches:

  Tag

  ... cliquet ...

  Full Text

  ... until an intermediate date before expiration. Cliquet option consists of a series of forward start options. Forward ...

  
  

• Pricing Cliquet Option

  Author(s):

  Tim Xiao (see profile)

  Date:

  2021

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  cliquet option pricing, ratchet option pricing

  Search term matches:

  Title

  ... Pricing Cliquet Option ...

  Tag

  ... cliquet option pricing ...

  Full Text

  ... Cliquet or Ratchet Option Valuation A cliquet option, also called ratchet option, consists ...

  
  

Viewing item 1 to 2 (of 2 items)