Pricing symmetric type of power quanto options (Q4968642)
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scientific article; zbMATH DE number 7080983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing symmetric type of power quanto options |
scientific article; zbMATH DE number 7080983 |
Statements
16 July 2019
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power option
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quanto option
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quanto measure
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symmetric type
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closed-form expression
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0.8267324566841125
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0.8206544518470764
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0.8092448115348816
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0.7566800117492676
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