LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS (Q5360726)
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scientific article; zbMATH DE number 6780400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS |
scientific article; zbMATH DE number 6780400 |
Statements
LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS (English)
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26 September 2017
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local volatility
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quanto option
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payoff
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exchange rate
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exchange option
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