The performance of analytical approximations for the computation of Asian quanto-basket option prices
Jean-Yves Datey; Geneviève Gauthier; Jean-Guy Simonato
| Year of publication: |
2003
|
|---|---|
| Authors: | Datey, Jean-Yves ; Gauthier, Geneviève ; Simonato, Jean-Guy |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 7.2003, 1/2, p. 55-81
|
| Subject: | Optionspreistheorie | Option pricing theory | Währungsrisiko | Exchange rate risk |
| 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/10001849993