Geodesic
Pricing powered $\alpha$-power Quanto options with and without Poisson jumps
Ural mathematical journal, Tome 10 (2024) no. 1, pp. 61-67 Cet article a éte moissonné depuis la source Math-Net.Ru

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This paper deals with the problem of Black–Scholes pricing for the Quanto option pricing with power type powered and powered payoff underlying foreign currency is driven by Brownian motion and Poisson jumps, via risk-neutral probability measure. Our approach in this work is probabilistic, based on Feynman–Kac formula.
Keywords: Financial derivatives, Power payoff, Risk-neutral dynamics
Mots-clés : Quanto option 
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Javed Hussain; Nisar Ali. Pricing powered $\alpha$-power Quanto options with and without Poisson jumps. Ural mathematical journal, Tome 10 (2024) no. 1, pp. 61-67. http://geodesic.mathdoc.fr/item/UMJ_2024_10_1_a4/

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