Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates

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Bibliographic Details
Main Authors:	Ter-Avanesov, Boris, Meissner, Gunter A.
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities Computational Finance Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.16617