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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Pricing Quanto Forward and European Options

Lookup NU author(s): Dr Pascal Stiefenhofer

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).


Publication metadata

Author(s): Stiefenhofer P, Kumar S, Gregoriou A

Publication type: Article

Publication status: Published

Journal: Mathematical and Statistical Economics

Year: 2020

Volume: 2

Issue: 1

Pages: 17-27

Online publication date: 31/08/2020

Acceptance date: 05/08/2020

Date deposited: 29/03/2021

ISSN (electronic): 2683-0175

Publisher: Hikari Ltd.

URL: https://doi.org/10.12988/mse.2020.986

DOI: 10.12988/mse.2020.986


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