
handle: 10419/40194
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].
ddc:330, Optionspreistheorie, Theorie, Devisenoptionsgeschäft
ddc:330, Optionspreistheorie, Theorie, Devisenoptionsgeschäft
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