Pricing options on stocks denominated in different currencies: Theory and illustrations
Year of publication: |
2013
|
---|---|
Authors: | Ng, Andrew C.Y. ; Li, Johnny Siu-Hang ; Chan, Wai-Sum |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 26.2013, C, p. 339-354
|
Publisher: |
Elsevier |
Subject: | Conditional Esscher transform | Quantos | Regime-switching lognormal models |
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