PRICING AND HEDGING PROBLEM OF FOREIGN CURRENCY OPTION WITH HIGHER BORROWING RATE

CHEN Li, HUANG Zongyuan , WU Zhen

Journal of Systems Science & Complexity ›› 2013, Vol. 26 ›› Issue (3) : 407-418.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2013, Vol. 26 ›› Issue (3) : 407-418. DOI: 10.1007/s11424-013-1018-8
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PRICING AND HEDGING PROBLEM OF FOREIGN CURRENCY OPTION WITH HIGHER BORROWING RATE

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2013, 26(3): 407-418 https://doi.org/10.1007/s11424-013-1018-8

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