A type of quanto derivatives constructed using specific kinds of derivatives such as options; it is a straddle that comes with a quanto feature (i.e., its payoff is denominated in currency other than that denominating the prices of its components); it is established using quanto calls and quanto puts with an identical strike price.
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.
Comments