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

See Also

EDHEC-Risk Instute paper on value in sovereign bond markets accepted by the Journal of Fixed Income
News
- 12-09-2019
We are pleased to enclose an EDHEC-Risk Institute research article published in the...
EDHEC Faculty welcomes Oxford professor Renée B. Adams for a reseach seminar
News
- 11-09-2019
On September 12, 2019, EDHEC faculty will be delighted to welcome Oxford professor...
Riccardo Rebonato will unveil the results of the 12th EDHEC-Risk European ETF & Smart Beta Survey on Sept 23 in London
News
- 03-09-2019
Riccardo Rebonato, Professor of Finance, EDHEC Business School, EDHEC-Risk Institute,...
Launch of the
News
- 03-09-2019
EDHEC Business School and Scientific Beta have announced the launch of the “Advanced...