Keep on Smiling? Volatility Surfaces and the Pricing of Quanto Options when all Covariances are Stochastic

Branger, NicoleNicoleBrangerMuck, MatthiasMatthiasMuck0000-0003-2364-98332019-09-192014-09-242009https://fis.uni-bamberg.de/handle/uniba/19283Ehemals veröff. im Internet: http://www.uni-bamberg.de/fileadmin/uni/fakultaeten/sowi_lehrstuehle/finanzcontrolling/Paper/BrangerMuck.pdfengKeep on Smiling? Volatility Surfaces and the Pricing of Quanto Options when all Covariances are Stochasticother