Daily Archives: June 9, 2014

Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence

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Author(s):Rodrigo Hernandez, Yinying Shao This paper introduces a new financial product named Certificates on a Straddle with Forward Start and provides detailed descriptions of the product specifications. It shows that the payoff of a Certificate on a Straddle with Forward Start … Continue reading

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