Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/40194
Authors: 
Wystup, Uwe
Year of Publication: 
2008
Series/Report no.: 
CPQF Working Paper Series 10
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].
Document Type: 
Working Paper

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