论文标题
简单地倾斜量子
Skewing Quanto with Simplicity
论文作者
论文摘要
我们提出了一种简单且高效的分析方法，用于在一个始终适应股权和FX波动率偏斜的框架下解决股票中的量子偏差问题。这种新方法的实施易于实施和非常快速的性能，应受益于广泛的市场参与者。
We present a simple and highly efficient analytical method for solving the Quanto Skew problem in Equities under a framework that accommodates both Equity and FX volatility skew consistently. Ease of implementation and extremely fast performance of this new approach should benefit a wide spectrum of market participants.
