Datey, Jean-Yves; Gauthier, Genevieve; Simonato, Jean-Guy - In: Multinational Finance Journal 7 (2003) 1-2, pp. 55-82
An option contract now commonly encountered is the Asian quanto-basket option. This contract is useful for risk managers willing to participate to the return of an industrial sector with an international exposure without the foreign exchange risk exposition. Although the price of such contracts...