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
Release Date: 3. November 2020