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) - subordination (linguistics) , multivariate statistics , econometrics , multivariate analysis , mathematics , computer science , statistics , linguistics , philosophy