LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS
2017 ◽
Vol 32
(2)
◽
pp. 467-477
2017 ◽
Vol 19
(6)
◽
pp. 85-110
◽
2001 ◽
Vol 4
(4)
◽
pp. 4-4
◽
Farid AitSahlia
◽
Tze Leung Lai
In Joon Kim
◽
Geun Hyuk Chang
◽
Suk-Joon Byun
Suk-Joon Byun
◽
Sol Kim
◽
Dongwoo Rhee
Edward J. Podolski
◽
Cameron Truong
◽
Madhu Veeraraghavan
Alan Beilis
◽
Jan Dash
◽
Jacqueline Volkman Wise
Dilip B. Madan
◽
Wim Schoutens