ListarModelos e métodos numéricos en enxeñaría e ciencias aplicadas (M2NICA) por tema "ADI method"
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Pricing TARN options with a stochastic local volatility model
(Universidad de Oviedo, Servicio de Publicaciones, 2021)[Abstract]: Target Accumulation Redemption Notes (TARNs) are financial derivatives which give their holders the right to receive periodic coupons until the accumulated sum of those ones reaches an agreed target. In this ...