@techreport{Wystup2008Foreign,
abstract = {A quanto option can be any cash-settled option, whose payoff is converted into a third currency at maturity at a pre-specified rate, called the quanto factor. There can be quanto plain vanilla, quanto barriers, quanto forward starts, quanto corridors, etc. The valuation theory is covered for example in [3] and [1].},
address = {Frankfurt, M.},
author = {Uwe Wystup},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; Devisenoptionsgesch\"{a}ft; Optionspreistheorie; Theorie},
language = {eng},
number = {10},
publisher = {Frankfurt School of Finance & Management},
title = {Foreign exchange quanto options},
type = {CPQF Working Paper Series},
url = {http://hdl.handle.net/10419/40194},
year = {2008}
}
