Analytical Valuation of Autocallable Notes

Journal Articles International journal of financial engineering Year : 2015

(1)

1

Tristan Guillaume

Economics and Finance

https://hal-cyu.archives-ouvertes.fr/hal-02979983

Submitted on : Tuesday, October 27, 2020-1:23:56 PM

Last modification on : Friday, March 24, 2023-2:53:19 PM

hal-02979983 , version 1 (27-10-2020)

Tristan Guillaume. Analytical Valuation of Autocallable Notes. International journal of financial engineering, 2015, 2, pp.1-23. ⟨hal-02979983⟩