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Contribution Details

Type Conference Presentation
Scope Discipline-based scholarship
Title Pricing Autocallables under Local-Stochastic Volatility
Organization Unit
  • Erich Walter Farkas
  • Francesco Ferrari
  • Urban Ulrych
Presentation Type paper
Item Subtype Original Work
Refereed Yes
Status Published electronically before print/final form (Epub ahead of print)
  • English
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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