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Type	Working Paper
Scope	Discipline-based scholarship
Title	Pricing Autocallables under Local-Stochastic Volatility
Organization Unit	Quantitative Finance (Erich Walter Farkas)
Authors	Erich Walter Farkas Francesco Ferrari Urban Ulrych
Language	English
Institution	University of Zurich
Series Name	Swiss Finance Institute Research Paper
Number	22-71
Date	2022
Export	BibTeX EP3 XML (ZORA)