Exotic Options: Currency Translated Options
Osterreichisches Bank-Archiv, Forthcoming
Posted: 17 Sep 2004
Abstract
This paper examines options based upon a foreign asset but with a payout that occurs in another currency. Different type of currency translated options are covered: Flexos, Compos or Joint Options and Quantos. A special emphasis is put on this final currency translated option, since it is the only product that completely eliminates the currency risk to the equity investor.
Keywords: Exotic options, Flexos, Compos, Quantos
JEL Classification: G13
Suggested Citation: Suggested Citation
Wong, Jose Carlos and Tompkins, Robert George, Exotic Options: Currency Translated Options. Osterreichisches Bank-Archiv, Forthcoming, Available at SSRN: https://ssrn.com/abstract=591169
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