The foreign operation strategy under correlated stochastic price and foreign exchange rate

MaRDI QIDQ4904293zbMATH OpenFDO

Authors

Publication date 28 January 2013

Full work available at URL http://ijims.ms.tku.edu.tw/mss/M22/M22N3/o22n34/index.html

zbMATH Keywords

cross-correlationforeign operationstochastic foreign exchange ratestochastic foreign price

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(1)

• Study of foreign direct investment and tax policy with fluctuations of exchange rate

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