Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Cibrario, Francesca, Cohen, Ron, Dri, Emanuele, Mattia, Christian, Golan, Or Samimi, Danzig, Tamuz, Ranieri, Giacomo, Rosemarin, Hanan, Corbelletto, Davide, Naveh, Amir, Montrucchio, Bartolomeo
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!