Soluciones Holísticas para InterNet
EQUITY AND FX DERIVATIVES
CURRENCY TRANSLATED OPTION
Fixed Exchange Rate Foreign Equity Option
David, Richardson, and Sun (1993)
Quanto
Predetermined FX Rate Call
0.0
Asset Price Put
0.0
Delivery Price
Time
Domestic Rate
Foreign Rate
Dividend Yield
Volatility Asset
Volatility FX Rate
Correlation