A Bayesian View on Autocallable Pricing and Risk Management
-
Published:2022-05-10
Issue:5
Volume:29
Page:40-59
-
ISSN:1074-1240
-
Container-title:The Journal of Derivatives
-
language:en
-
Short-container-title:JOD
Author:
Paletta Tommaso,Tunaru Radu
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance