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An analysis of capital guaranteed funds

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  • Chen, Andrew H.
  • Bennett, James A.
  • McGuinness, Paul

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  • Chen, Andrew H. & Bennett, James A. & McGuinness, Paul, 1996. "An analysis of capital guaranteed funds," International Review of Economics & Finance, Elsevier, vol. 5(3), pages 259-268.
    • Handle: RePEc:eee:reveco:v:5:y:1996:i:3:p:259-268
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    References listed on IDEAS

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    1. Kemna, A. G. Z. & Vorst, A. C. F., 1990. "A pricing method for options based on average asset values," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 113-129, March.
    2. Turnbull, Stuart M. & Wakeman, Lee Macdonald, 1991. "A Quick Algorithm for Pricing European Average Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(3), pages 377-389, September.
    3. Stephen R. King & Eli M. Remolona, 1987. "The pricing and hedging of market index deposits," Quarterly Review, Federal Reserve Bank of New York, vol. 12(Sum), pages 9-20.
    4. Levy, Edmond, 1992. "Pricing European average rate currency options," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 474-491, October.
    5. William C. Hunter & David W. Stowe, 1992. "Path-dependent options: valuation and applications," Economic Review, Federal Reserve Bank of Atlanta, issue Jul, pages 30-43.
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