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Pricing and Hedging Problem of Foreign Currency Option with Higher Borrowing Rate

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  • Affiliation of Author(s):数学学院

  • Journal:J Syst Sci Complex

  • All the Authors:HUANG Zongyuan,Wu Zhen

  • First Author:HUANG Zongyuan

  • Indexed by:Unit Twenty Basic Research

  • Document Code:lw-148241

  • Volume:26

  • Page Number:407

  • Translation or Not:no

  • Date of Publication:2013-06-01

  • Date of Publication:2013-06-01
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