Cliquet options and volatility models

By P. Wilmott. 2002

54 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/f0af2b178f54aaf99bd092c9118f3f1df0c27c9c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. S. van Weeren
2. Cornelis W. Oosterlee
3. Lech A. Grzelak
4. Marek Rutkowski
5. R. Ahlip

In Finance

1. Lech A. Grzelak
2. S. van Weeren
3. Cornelis W. Oosterlee
4. Marek Rutkowski
5. R. Ahlip
6. Peter A. Forsyth
7. Eduardo Abi Jaber

Citations in the corpus

• Extension of stochastic volatility equity models with the Hull–White interest rate process (2012, background): “Cliquet options are very popular in the world of equity derivatives [ 39 ].”