Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models
نویسندگان
چکیده
منابع مشابه
Generic pricing of FX, Inflation and Stock Options under Stochastic Interest Rates and Stochastic Volatility
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2019
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2019.93025