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Pricing of quanto chained options - MaRDI portal

Pricing of quanto chained options (Q2820737)

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scientific article; zbMATH DE number 6626039
Language Label Description Also known as
English
Pricing of quanto chained options
scientific article; zbMATH DE number 6626039

    Statements

    author
    Geonwoo Kim
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    publication date
    9 September 2016
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    zbMATH Keywords
    quanto option
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    chained option
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    reflection principle
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    closed-form formulas
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    title
    Pricing of quanto chained options (English)
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    Identifiers

    zbMATH DE Number
    6626039
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