Open AccessLOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS
Author(s) -
Youngrok Lee
Publication year - 2017
Publication title -
daehan suhaghoe nonmunjib/daehan suhakoe nonmunjip
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.286
H-Index - 15
eISSN - 2234-3024
pISSN - 1225-1763
DOI - 10.4134/ckms.c160114
Subject(s) - mathematics , econometrics , constant (computer programming) , local volatility , mathematical economics , volatility (finance) , implied volatility , computer science , programming language