scientific article; zbMATH DE number 5525823

MaRDI QIDQ3611228zbMATH OpenFDO

Authors Jing Zhou, Xuemin Ren, Chenglong Xu

Publication date 6 March 2009

zbMATH Keywords

financial productforeign exchange depositinitial value problemstochastic interest rate

Mathematics Subject Classification ID

Cited in

(1)

• SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION

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