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Abstract
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DOI
Author
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Affiliation
ISSN
Subject
An Analytic Hedging Model of Energy Quanto Contracts
(Articles)
Sang Baum Kang
,
Jialin Zhao
Theoretical Economics Letters
Vol.7 No.4
, June 7, 2017
DOI:
10.4236/tel.2017.74053
1,580
Downloads
3,353
Views
Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.9 No.3
, August 22, 2019
DOI:
10.4236/jmf.2019.93025
1,063
Downloads
2,372
Views
Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model
(Articles)
Charity Wamwea
,
Philip Ngare
,
Martin Le Doux Mbele Bidima
,
Susan Mwelu
Journal of Mathematical Finance
Vol.9 No.4
, October 30, 2019
DOI:
10.4236/jmf.2019.94036
1,129
Downloads
2,664
Views
Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
(Articles)
Boris Ter-Avanesov
,
Gunter Meissner
Applied Mathematics
Vol.16 No.1
, January 27, 2025
DOI:
10.4236/am.2025.161005
94
Downloads
792
Views
Citations
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