A quanto option is an option whose payout is made in a currency other than that of the underlying security, based on a fixed exchange rate. The term “quanto” is abbreviation for “quantity adjusted” that refers to the feature where the payoff of an option is determined by the financial price of index in one currency but the actual payout if realized in another currency.https://ia903402.us.archive.org/15/items/eq-quanto-14/EqQuanto-archive.pd
We review a model for computing the price, in the domestic currency, of European standard call and p...
A quanto CMS spread swap is an exotic interest rate swap. The swap consists of two legs: One leg is ...
This text aims to explore the quanto options pricing topic, as surprisingly little research has focu...
A quanto option is an option whose payout is made in a currency other than that of the underlying se...
A quanto option is an option whose payout is made in a currency other than that of the underlying se...
Quanto options are equity-linked foreign exchange options designed for investors who would like to p...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
The lookback feature in a quanto option refers to the payoff structure where the terminal payoff of ...
In this work we use the Parsimonious Multi–Asset Heston model recently developed in [Dimitroff et al...
We present an approach to pricing European quanto options as-suming that the underlying instruments ...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
[[conferencetype]]國際[[iscallforpapers]]Y[[conferencelocation]]Frankfurt am Main, German
Weather derivatives have increased their relevance in energy markets through-out the last years. Amo...
Over 90% of exchange trading on crypto options has always been on the Deribit platform. This central...
American option pricing is an important and engaging area of financial economics, particularly so in...
We review a model for computing the price, in the domestic currency, of European standard call and p...
A quanto CMS spread swap is an exotic interest rate swap. The swap consists of two legs: One leg is ...
This text aims to explore the quanto options pricing topic, as surprisingly little research has focu...
A quanto option is an option whose payout is made in a currency other than that of the underlying se...
A quanto option is an option whose payout is made in a currency other than that of the underlying se...
Quanto options are equity-linked foreign exchange options designed for investors who would like to p...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
The lookback feature in a quanto option refers to the payoff structure where the terminal payoff of ...
In this work we use the Parsimonious Multi–Asset Heston model recently developed in [Dimitroff et al...
We present an approach to pricing European quanto options as-suming that the underlying instruments ...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
[[conferencetype]]國際[[iscallforpapers]]Y[[conferencelocation]]Frankfurt am Main, German
Weather derivatives have increased their relevance in energy markets through-out the last years. Amo...
Over 90% of exchange trading on crypto options has always been on the Deribit platform. This central...
American option pricing is an important and engaging area of financial economics, particularly so in...
We review a model for computing the price, in the domestic currency, of European standard call and p...
A quanto CMS spread swap is an exotic interest rate swap. The swap consists of two legs: One leg is ...
This text aims to explore the quanto options pricing topic, as surprisingly little research has focu...
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