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Contribution Details
Type | Conference Presentation |
Scope | Discipline-based scholarship |
Title | Pricing Autocallables under Local-Stochastic Volatility |
Organization Unit | |
Authors |
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Presentation Type | paper |
Item Subtype | Original Work |
Refereed | Yes |
Status | Published electronically before print/final form (Epub ahead of print) |
Language |
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Event Title | Peter Carr Gedenkschrift Conference |
Event Type | conference |
Event Location | University of Maryland and online |
Event Start Date | November 11 - 2022 |
Event End Date | November 12 - 2022 |
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