Efficient computations of prices and Greeks for autocallables under Heston model
利用条件于一步生存的技术，在Heston模型下构建了自动赎回型产品价格和部分希腊字母的估计量，在参数限制下具有强一阶收敛性，数值例子展示了优越性能。
With the incorporation of the conditional on one-step survival technique, estimators for the price and some Greeks of an autocallable are constructed under the Heston model. With some restrictions on the model parameters, these estimators have strong-order-one convergence with regards to the discretization of the variance process. Numerical examples illustrate superior performances of these estimators as well as their property of strong-order-one convergence.