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The Quanto Adjustment and the Smile
Marabel Romo, Jacinto, (2012)
Is the Information Obtained from European Options on Equally Weighted Baskets Enough to Determine the Prices of Exotic Derivatives Such as Worst of Options?
Marabel Romo, Jacinto, (2015)
Pricing Volatility Options Under Stochastic Skew with Application to the VIX Index