Quanto Option Pricing with Lévy Models

Computational Economics, March 2019, Volume 53, Issue 3, pp 1279–1308

Author(s):

Hasan A. Fallahgoul

School of Mathematical Sciences and Centre for Quantitative Finance and Investment Strategies - Monash University - Clayton - Australia

Young S. Kim

College of Business - Stony Brook University - Stony Brook - USA

Frank J. Fabozzi

EDHEC Business School

Jiho Park

College of Business - Stony Brook University - Stony Brook - USA

Computational Economics, March 2019, Volume 53, Issue 3, pp 1279–1308

Type: Academic publication
Date: le 28/03/2019
Research Cluster : Finance
Source : Computational Economics

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