On the exercise of American quanto options-Reference-Cited by-同舟云学术

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On the exercise of American quanto options

Published:2022-11 Issue: Volume:62 Page:101738
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Battauz Anna^ORCID,De Donno Marzia^ORCID,Sbuelz Alessandro^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Pricing of index options in incomplete markets;Almeida;Journal of Financial Economics,2021

2. The informational content of high-frequency option prices;Amaya;Management Science,2022

3. Firm-specific risk-neutral distributions with options and CDS;Aramonte;Management Science,2021

4. Empirical performance of alternative option pricing models;Bakshi;The Journal of Finance,1997

5. Assessing models of individual equity option prices;Bakshi;Review of Quantitative Finance and Accounting,2021

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. FX Open Forward;Quantitative Finance;2024-08-27

2. Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems;Mathematics;2024-05-08

3. On some generalized American style derivatives;Computational and Applied Mathematics;2024-03-14

4. FX Open Forward;SSRN Electronic Journal;2024

5. Pricing quanto options with market liquidity risk;PLOS ONE;2023-09-28

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