Pricing of Quanto power options and related exotic options (Q6110429)
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scientific article; zbMATH DE number 7707604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Quanto power options and related exotic options |
scientific article; zbMATH DE number 7707604 |
Statements
Pricing of Quanto power options and related exotic options (English)
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6 July 2023
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compound option
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Quanto option
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risk-neutral dynamics
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