Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Nicole Branger; Matthias Muck
| Year of publication: |
2012
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|---|---|
| Authors: | Branger, Nicole ; Muck, Matthias |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 6, p. 1577-1591
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009616465