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Modeling autocallable structured products
Deng, Geng, (2011)
Capital for structured products
Peretyatkin, Vladislav, (2004)
Modeling Autocallable Structured Products
Deng, Geng, (2013)
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan, (2019)
Analytical valuation of autocallable notes
Guillaume, Tristan, (2015)
A few insights into cliquet options
Guillaume, Tristan, (2012)