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Presentation . 2023
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Other literature type . 2023
License: CC BY
Data sources: ZENODO
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ZENODO
Presentation . 2023
License: CC BY
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Reverse Convertible Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 15 Jan 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7539157 , 10.5281/zenodo.7539156

Reverse Convertible Model

Abstract

The payoff of reverse convertible product involves returns on multiple assets and is conditional on hitting of continuous barriers. The Monte Carlo methodology employed by ESP is an efficient conditioning technique.

https://ia904704.us.archive.org/21/items/exchangeable-convertible/ExchangeableConvertible.pdf

Keywords

Reverse Convertible Model

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download
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
OpenAIRE UsageCountsDownloads provided by UsageCounts
0
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3
11
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