Monte-Carlo Payoff-Smoothing for Pricing Autocallable Instruments
- 期刊名称SSRN Electronic Journal
- 作者Koster, Frank; Rehmet, Achim
- 电子ISSN1556-5068
- 文件大小394.81KB
- 发表时间2015
- DOI10.2139/ssrn.2602905
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