Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
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arXiv
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| 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 |
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| Format: | Preprint |
| Published: |
2025
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