THE PRICING OF QUANTO OPTIONS IN THE DOUBLE SQUARE ROOT STOCHASTIC VOLATILITY MODEL (Q3188821)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE PRICING OF QUANTO OPTIONS IN THE DOUBLE SQUARE ROOT STOCHASTIC VOLATILITY MODEL |
scientific article |
Statements
THE PRICING OF QUANTO OPTIONS IN THE DOUBLE SQUARE ROOT STOCHASTIC VOLATILITY MODEL (English)
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2 September 2014
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quanto option
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quanto measure
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stochastic volatility
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double square root model
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closed-form expression
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