Question: The quanto forward price can be computed using the risk-neutral distribution as E(Yx1). Use Proposition 20.4 to derive the quanto forward price given by equation

The quanto forward price can be computed using the risk-neutral as E(Yx−1). Use Proposition 20.4 to derive the quanto forward price given by equation (23.30). Discuss.

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The quanto forward price can be computed using the risk-neutral distribution as E(Yx1). Use Proposition 20.4 to derive the quanto forward price given by equation (23.30).

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