Published December 22, 2022 | Version v1
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Cross Currency Option Valuation

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A cross currency option is a currency translated option of the type foreign equity option struck in domestic currency, which is a call or put on a foreign asset with a strike price set in domestic currency and payoff measured in domestic currency.

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https://ia904707.us.archive.org/3/items/arrearQuantoCMS/arrearQuantoCMS.pdf

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CrossCcyOption.pdf

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