Pricing of quanto chained options (Q2820737)
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scientific article; zbMATH DE number 6626039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing of quanto chained options |
scientific article; zbMATH DE number 6626039 |
Statements
9 September 2016
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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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Pricing of quanto chained options (English)
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0.8504458665847778
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0.7998627424240112
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0.7781044840812683
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0.7479252219200134
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0.7449384331703186
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