The pricing of quanto options under the Vasicek's short rate model

Citations

SCOPUS

0

초록

We derive a closed-form expression for the price of a European quanto call option when both foreign and domestic interest rates follow the Vasicek's short rate model. © 2016 Korean Mathematical Society.

키워드

quanto optionstochastic interest rateVasicek's modelclosed-form expression
제목
The pricing of quanto options under the Vasicek's short rate model
저자
Lee, JaesungLee, Youngrok
DOI
10.4134/CKMS.2016.31.2.415
발행일
2016
유형
Article
저널명
대한수학회논문집
31
2
페이지
415 ~ 422