Pricing and hedging autocallable products by Markov chain approximation

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
Pricing and hedging autocallable products by Markov chain approximation ; volume:27 ; number:3 ; day:4 ; month:10 ; year:2024 ; pages:259-303 ; date:10.2024
Review of derivatives research ; 27, Heft 3 (4.10.2024), 259-303, 10.2024

Creator
Contributor
SpringerLink (Online service)

DOI
10.1007/s11147-024-09206-z
URN
urn:nbn:de:101:1-2501012112280.916215133777
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:21 AM CEST

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