Lee, Youngrok Local volatilities for quanto option prices with various types of payoffs. (English) Zbl 1372.91110 Commun. Korean Math. Soc. 32, No. 2, 467-477 (2017). MSC: 91G20 60H30 91G30 PDFBibTeX XMLCite \textit{Y. Lee}, Commun. Korean Math. Soc. 32, No. 2, 467--477 (2017; Zbl 1372.91110) Full Text: DOI
Lee, Youngrok; Lee, Jaesung The pricing of quanto options under the double square root short rate model. (English) Zbl 1372.91111 Proc. Jangjeon Math. Soc. 20, No. 1, 11-18 (2017). MSC: 91G20 60H30 91G60 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{J. Lee}, Proc. Jangjeon Math. Soc. 20, No. 1, 11--18 (2017; Zbl 1372.91111) Full Text: DOI
Lee, Jaesung; Lee, Youngrok The pricing of quanto options under the Vasicek’s short rate model. (English) Zbl 1339.91119 Commun. Korean Math. Soc. 31, No. 2, 415-422 (2016). MSC: 91G20 PDFBibTeX XMLCite \textit{J. Lee} and \textit{Y. Lee}, Commun. Korean Math. Soc. 31, No. 2, 415--422 (2016; Zbl 1339.91119) Full Text: DOI
Lee, Youngrok; Lee, Jaesung Local volatility for quanto option prices with stochastic interest rates. (English) Zbl 1433.91178 Korean J. Math. 23, No. 1, 81-91 (2015). MSC: 91G20 91G30 60G20 65C20 35Q84 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{J. Lee}, Korean J. Math. 23, No. 1, 81--91 (2015; Zbl 1433.91178) Full Text: DOI