• Communications of the Korean Mathematical Society
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• v.29 no.3
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• pp.489-496
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• 2014

We drive a closed-form expression for the price of a European quanto call option in the double square root stochastic volatility model.

• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.351-364
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• 2019

We derive full closed-form expressions for the prices of European symmetric power quanto call options with four different forms of terminal payoffs under the assumption of the classical lognormal asset price and exchange rate model.