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Pricing Quanto Forward and European Options

Lookup NU author(s): Dr Pascal Stiefenhofer

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).


Publication metadata

Author(s): Stiefenhofer P, Kumar S, Gregoriou A

Publication type: Article

Publication status: Published

Journal: Mathematical and Statistical Economics

Year: 2020

Volume: 2

Issue: 1

Pages: 17-27

Online publication date: 31/08/2020

Acceptance date: 05/08/2020

Date deposited: 29/03/2021

ISSN (electronic): 2683-0175

Publisher: Hikari Ltd.

URL: https://doi.org/10.12988/mse.2020.986

DOI: 10.12988/mse.2020.986


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