I want to price a Quanto Barrier and have extended some of the QL classes to apply the Quanto adjustment to the barrier option valuation, but I need a reference example to verify my numbers are correct. I believe there was an article in Risk called Quanto Mechanics circa 1992, but I haven't managed to get hold of it. Does anyone know of any academic proof or way I can verify the numbers for this instrument type?
Regards - Paul
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