Mathematical model for pricing a class of triggered exchange rate option

zbMATH Open1174.91460MaRDI QIDQ3611233FDOQ3611233

Authors: Weizhao Duan, Yuyu Zhou, Chenglong Xu 

Publication date: 6 March 2009

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zbMATH Keywords

boundary value problemspricing of options\(\Delta\)-hedgingexchange rate options

Mathematics Subject Classification ID

Cited In (3)

• Pricing the bank's triggered financial products based on Fourier transform method
• Financial product pricing of triggered interest rate hook type under the stochastic interest rate model
• Pricing analysis of Delibao-related financial product

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