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Quanto implied correlation in a multi-lévy framework
Ballota, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
-
2015
Persistent link: https://www.econbiz.de/10011628452
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Multivariate FX models with jumps : triangles, Quantos and implied correlation
Ballotta, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
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