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Pricing cliquet options by tree methods

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Abstract

This paper focuses on the problem of pricing the cliquet options which provide a guaranteed minimum annual return. The tree method which we propose simplifies the standard binomial Cox–Ross–Rubinstein approach which, in this context, is problematic from a computational point of view. Our technique provides very efficient and reliable evaluations in a Black-Scholes framework with piecewise constant interest rates and volatilities.

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Author information

Authors and Affiliations

  1. Dipartimento di Finanza dell’Impresa e dei Mercati Finanziari, University of Udine, Via Tomadini 30/a, 33100, Udine, Italy

    Marcellino Gaudenzi & Antonino Zanette

Authors
  1. Marcellino Gaudenzi
  2. Antonino Zanette

Corresponding author

Correspondence toMarcellino Gaudenzi.

Additional information

This research was supported by MIUR (Prin 2007).

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