The Quanto Adjustment and the Smile
Year of publication: |
2013
|
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Authors: | Marabel Romo, Jacinto |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Vol. 32, No. 9, pp. 877-908, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 6, 2011 erstellt |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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