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Search: subject:"Barrier Reverse Convertibles"
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Barrier Reverse Convertibles
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Implied Volatility Smile Dynamics
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Hanaki, Nobuyuki
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Farkas, Walter
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Pricing Autocallables under Local-Stochastic Volatility
Farkas, Walter
;
Ferrari, Francesco
;
Ulrych, Urban
-
2022
This paper investigates the pricing of single-asset autocallable
barrier
reverse
convertibles
in the Heston local …
Persistent link: https://www.econbiz.de/10013491888
Saved in:
2
Risk misperceptions of structured financial products with worst-of payout characteristics revisited
Hanaki, Nobuyuki
-
2021
barrier
reverse
convertibles
(BRCs) with worst-of payout characteristics. Namely, using a nonincentivized survey of investor …
Persistent link: https://www.econbiz.de/10012793783
Saved in:
3
Risk misperceptions of structured financial products with worst-of payout characteristics revisited
Hanaki, Nobuyuki
-
2021
-
Revised November 2021
barrier
reverse
convertibles
(BRCs) with worst-of payout characteristics. Namely, using a nonincentivized survey of investor …
Persistent link: https://www.econbiz.de/10012626324
Saved in:
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