Pricing autocallables under local-stochastic volatility

Walter Farkas, Francesco Ferrari and Urban Ulrych

Year of publication:	2022
Authors:	Farkas, Walter ; Ferrari, Francesco ; Ulrych, Urban
Published in:	Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 1.2022, 4, p. 575-610
Subject:	Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Börsenkurs \| Share price \| Preismanagement \| Pricing strategy \| CAPM \| ARCH-Modell \| ARCH model

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