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Application of the Pricing Model

  • Jil Caroline Onimus

Abstract

This chapter presents an application of the contract pricing model developed in Chapter 3 to standard investment scenarios, which reflect alternative degrees of investor protection. In Sections 4.1 and 4.2, the author specifies the individual contract terms and shows how they can be combined to build full contracts. In Section 4.3, she presents and interprets the results from the LSM simulation.

Keywords

Price Model Initial Investment Investor Protection Base Scenario Contract Term 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Gabler Verlag | Springer Fachmedien Wiesbaden GmbH 2011

Authors and Affiliations

  • Jil Caroline Onimus

There are no affiliations available

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