Keep on smiling? : The pricing of Quanto options when all covariances are stochastic
Faculty/Professorship: | Banking and Financial Control |
Author(s): | Branger, Nicole; Muck, Matthias |
Title of the Journal: | Journal of banking and finance |
ISSN: | 0378-4266 |
Publisher Information: | Amsterdam : Elsevier B.V. |
Year of publication: | 2012 |
Volume: | 36 |
Issue: | 6 |
Pages: | 1577-1591 |
Language(s): | English |
DOI: | 10.1016/j.jbankfin.2012.01.004 |
Peer Reviewed: | Ja |
International Distribution: | Ja |
Type: | Article |
URI: | https://fis.uni-bamberg.de/handle/uniba/48891 |
Release Date: | 3. November 2020 |

originated at the
University of Bamberg
University of Bamberg