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Analytical Valuation of Autocallable Notes

Tristan Guillaume 1 
1 THEMA - Théorie économique, modélisation et applications
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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 Id : hal-02979983, version 1

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

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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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