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Q5865002 - MaRDI portal

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scientific article; zbMATH DE number 7539991
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English
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scientific article; zbMATH DE number 7539991

    Statements

    author
    Youngrok Lee
    0 references
    Jaesung Lee
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    publication date
    10 June 2022
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    zbMATH Keywords
    closed-form expression
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    power option
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    quanto option
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    quanto measure
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    Schöbel-Zhu stochastic volatility model
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    Identifiers

    zbMATH DE Number
    7539991
    0 references
     
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