Concepedia

Pricing (Multi-) Barrier Reverse Convertibles

Thomas Lindauer, Ralf Seiz

SSRN Electronic Journal · 2008 · 12 citations · 13 references

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References

13

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

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Are structured products ‘fairly’ priced? An analysis of the German market for equity-linked instruments

Pavel A. Stoimenov, Sascha Wilkens · Journal of Banking & Finance · 2005 · 172 citations

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The Pricing of Structured Products in Germany

Sascha Wilkens, Carsten Erner, Klaus Röder · The Journal of Derivatives · 2003 · 120 citations

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The Pricing of Structured Products in the Swiss Market

Stefan Burth, Thomas Kraus, Hanspeter Wohlwend · The Journal of Derivatives · 2001 · 96 citations

, , +12

Gains from structured product markets: The case of reverse-exchangeable securities (RES)

Bruce A. Benet, Antoine Giannetti, Seema Pissaris · Journal of Banking & Finance · 2005 · 87 citations

, , +14