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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.publisherFrankfurt School of Finance & Management Frankfurt, M.en_US
dc.relation.ispartofseriesCPQF Working Paper Series 10en_US
dc.subject.ddc330en_US
dc.subject.stwDevisenoptionsgeschäften_US
dc.subject.stwOptionspreistheorieen_US
dc.subject.stwTheorieen_US
dc.titleForeign exchange quanto optionsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn573774803en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:cpqfwp:10-
Appears in Collections:CPQF Working Paper Series, Frankfurt School of Finance and Management

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