Quanto option pricing in the parsimonious Heston model

Under CopyrightDimitroff, G.G.DimitroffSzimayer, A.A.SzimayerWagner, A.A.Wagner2022-03-0723.1.20102009https://publica.fraunhofer.de/handle/publica/29456410.24406/publica-fhg-294564en003006519Quanto option pricing in the parsimonious Heston modelreport