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Corralling Quantos request

Posted: May 2nd, 2013, 12:15 am
by xsong29
Hi guys, I am looking for the following article for my research, yet it seems that it's not available online. It's much appreciated if any of you can help me find it. Thanks!1. Jamshidian, F., "Corralling Quantos", Risk, March (1994): 71-75.If you have it or have any idea where I can find it, please let me know via xgsong7(at)hotmail.com. Thank you!

Corralling Quantos request

Posted: May 21st, 2013, 6:58 pm
by rmeenaks
See if you can find the following book:Over the Rainbow: Developments in Exotic Options and Complex Swaps edited by Robert Jarrow. The Corralling Quantos is a chapter in that book...Ram