Cherubini, Umberto; Romagnoli, Silvia - In: The European Journal of Finance 17 (2011) 8, pp. 649-660
We study a class of multivariate digital products called Altiplanos. These products may be structured according to two general features: (i) they may be univariate or multivariate; (ii) they may be European or with barrier. In addition to that, they may be endowed with exotic characteristics. One...