The pricing of Quanto options under dynamic correlation

Journal of Computational and Applied Mathematics 2015 / 02 Vol. 275

The pricing of Quanto options under dynamic correlation

Teng, Long, Ehrhardt, Matthias, Günther, Michael
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Volume:
275
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2014.07.017
Date:
February, 2015
File:
PDF, 597 KB
english, 2015
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