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  4. Quanto option pricing in the parsimonious Heston model
 
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2009
Report
Title

Quanto option pricing in the parsimonious Heston model

Author(s)
Dimitroff, G.
Szimayer, A.
Wagner, A.
Publisher
Fraunhofer ITWM
Publishing Place
Kaiserslautern
File(s)
Download (326.55 KB)
Rights
Use according to copyright law
DOI
10.24406/publica-fhg-294564
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM  
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