Keep on smiling? The pricing of Quanto options when all covariances are stochastic

✍ Scribed by Nicole Branger; Matthias Muck

• Book ID: 116616023
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 795 KB
• Volume: 36
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2012.01.004