Keep on smiling? The pricing of Quanto options when all covariances are stochastic

Journal of Banking & Finance - Tập 36 - Trang 1577-1591 - 2012
Nicole Branger1, Matthias Muck2
1Finance Center Münster, University of Münster, Universitätsstr. 14-16, 48143 Münster, Germany
2University of Bamberg, Chair of Banking and Financial Control, Kärntenstr. 7, 96052 Bamberg, Germany

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