Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract - Local volatility - Document - PDFSEARCH.IO

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	Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract Add to Reading List Document Date: 2010-04-19 08:57:05 Open Document File Size: 603,36 KB Share Result on Facebook Country United States / / IndustryTerm explicit solution / closed form solutions / inverse solution / closed-form solution / / Organization JPY government / / / Position quanto forward / domestic forward / adjusted forward / forward / / PublishedMedium The Review of Financial Studies / Journal of Finance / Journal of Financial Economics / / Technology ATM / / SocialTag Finance Investment Implied volatility Volatility smile Quanto Volatility Stochastic volatility Local volatility Foreign-exchange option Financial economics

Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]AbstractAdd to Reading List