"Pricing and hedging problem of foreign currency option with higher ..."

Li Chen, Zongyuan Huang, Zhen Wu (2013)

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DOI: 10.1007/S11424-013-1018-8

access: closed

type: Journal Article

metadata version: 2020-06-08

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Li Chen, Zongyuan Huang, Zhen Wu:
Pricing and hedging problem of foreign currency option with higher borrowing rate. J. Syst. Sci. Complex. 26(3): 407-418 (2013)

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