Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077)

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scientific article; zbMATH DE number 7353680
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Pricing and hedging performance on pegged FX markets based on a regime switching model
scientific article; zbMATH DE number 7353680

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    Pricing and hedging performance on pegged FX markets based on a regime switching model (English)
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    2 June 2021
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    pegged FX markets
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    HKDUSD
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    regime switching
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    mean-variance hedging
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    Fourier approach
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