Pricing and hedging autocallable products by Markov chain approximation
Crossref DOI link: https://doi.org/10.1007/s11147-024-09206-z
Published Online: 2024-10-04
Published Print: 2024-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cui, Yeda
Li, Lingfei https://orcid.org/0000-0002-1761-3458
Zhang, Gongqiu
Text and Data Mining valid from 2024-10-01
Version of Record valid from 2024-10-04
Article History
Accepted: 15 September 2024
First Online: 4 October 2024