Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Martin Wallmeier; Martin Diethelm

doi:10.3905/JOD.2009.17.2.059

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Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Martin Wallmeier and Martin Diethelm

The Journal of Derivatives Winter 2009, 17 (2) 59-72; DOI: https://doi.org/10.3905/JOD.2009.17.2.059

Martin Wallmeier

is a professor in the department of finance and accounting at the University of Fribourg in Switzerland. martin.wallmeier@unifr.ch

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Martin Diethelm

is research assistant in the department of finance and accounting at the University of Fribourg in Switzerland. martin.diethelm@unifr.ch

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The Journal of Derivatives

Vol. 17, Issue 2

Winter 2009

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Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Martin Wallmeier, Martin Diethelm

The Journal of Derivatives Nov 2009, 17 (2) 59-72; DOI: 10.3905/JOD.2009.17.2.059