搜索结果: 1-1 共查到“理论经济学 Vanna-Volga methods”相关记录1条 . 查询时间(0.093 秒)
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Vanna-Volga methods FX derivatives
2010/10/29
We study Vanna-Volga methods which are used to price rst generation exotic options in the
Foreign Exchange market. They are based on a rescaling of the correction to the Black-Scholes
price through...