Analytical Valuation of Autocallable Notes - Archive ouverte HAL Access content directly
Journal Articles International journal of financial engineering Year : 2015

Analytical Valuation of Autocallable Notes

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Tristan Guillaume
  • Function : Author
  • PersonId : 950486
Théorie économique, modélisation et applications

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Humanities and Social Sciences Economics and Finance

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

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

Last modification on : Friday, August 5, 2022-2:46:00 PM

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

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  • HAL Id : hal-02979983 , version 1

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

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CNRS UNIV-CERGY THEMA-UMR8184 CY-TECH-SM
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