Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/40194
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dc.contributor.authorWystup, Uween_US
dc.date.accessioned2010-09-09en_US
dc.date.accessioned2010-09-24T09:04:21Z-
dc.date.available2010-09-24T09:04:21Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/40194-
dc.description.abstractA 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].en_US
dc.language.isoengen_US
dc.publisher|aFrankfurt School of Finance & Management |cFrankfurt, M.en_US
dc.relation.ispartofseries|aCPQF Working Paper Series |x10en_US
dc.subject.ddc330en_US
dc.subject.stwDevisenoptionsgeschäften_US
dc.subject.stwOptionspreistheorieen_US
dc.subject.stwTheorieen_US
dc.titleForeign exchange quanto optionsen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn829996311en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:cpqfwp:10-

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