Open AccessA recursive pricing method for autocallables under multivariate subordination
Author(s) -
Zhigang Tong
Publication year - 2019
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2019.3.440
Subject(s) - subordinator , lévy process , multivariate statistics , subordination (linguistics) , exponential function , eigenfunction , measure (data warehouse) , mathematics , econometrics , function (biology) , class (philosophy) , mathematical economics , computer science , mathematical analysis , statistics , physics , linguistics , philosophy , eigenvalues and eigenvectors , quantum mechanics , database , evolutionary biology , artificial intelligence , biology
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