Local volatilities for quanto option prices with various types of payoffs (Q5360726)
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scientific article; zbMATH DE number 6780400
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| default for all languages | No label defined |
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| English | Local volatilities for quanto option prices with various types of payoffs |
scientific article; zbMATH DE number 6780400 |
Statements
LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS (English)
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26 September 2017
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local volatility
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quanto option
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payoff
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exchange rate
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exchange option
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0.9091076254844666
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0.7956036925315857
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0.7863892316818237
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0.7690348029136658
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