Pricing options on stocks denominated in different currencies : theory and illustrations

Andrew C. Y. Ng; Johnny Siu-Hang Li; Wai-Sum Chan

Year of publication:	2013
Authors:	Ng, Andrew C. Y. ; Li, Johnny Siu-hang ; Chan, Wai-Sum
Published in:	The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 339-354
Subject:	Conditional Esscher transform \| Quantos \| Regime-switching lognormal models \| Optionspreistheorie \| Option pricing theory

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