Vanna-Volga methods applied to FX derivatives: from theory to market practice (Q3067166)
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scientific article
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| English | Vanna-Volga methods applied to FX derivatives: from theory to market practice |
scientific article |
Statements
VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE (English)
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20 January 2011
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Vanna-Volga
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foreign exchange
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exotic options
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market conventions
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0.7609332799911499
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0.7330449223518372
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0.731907308101654
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0.7315624952316284
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0.7315624952316284
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