A recursive method for static replication of autocallable structured products (Q5234318)
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scientific article; zbMATH DE number 7110440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive method for static replication of autocallable structured products |
scientific article; zbMATH DE number 7110440 |
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A recursive method for static replication of autocallable structured products (English)
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26 September 2019
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options replication
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derivative pricing
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autocallable products
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reverse convertibles
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