Keep on smiling? : The pricing of Quanto options when all covariances are stochastic
Branger, Nicole; Muck, Matthias (2012): „Keep on smiling? : The pricing of Quanto options when all covariances are stochastic“. Amsterdam: Elsevier B.V. doi: 10.1016/j.jbankfin.2012.01.004.
Faculty/Professorship:
Banking and Financial Control 
Author:
 ; 
Title of the Journal:
Journal of banking and finance
ISSN:
0378-4266
Publisher Information:
Year of publication:
2012
Volume:
36
Issue:
6
Pages:
Language:
English
DOI:
Peer Reviewed:
Yes:
International Distribution:
Yes:
Type:
Article
URI:
published:
November 3, 2020

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Permalink https://fis.uni-bamberg.de/handle/uniba/48891