Pricing of foreign currency deposit products linked with exchange rate

MaRDI QIDQ5260029zbMATHFDO

Authors

Publication date 29 June 2015

zbMATH Keywords

pricingtransaction costexchange rateforeign currency deposit

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Pricing and hedging problem of foreign currency option with higher borrowing rate
• Foreign currency option pricing under jump diffusion processes
• On computing the price of financial instruments in foreign currency
• Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates
• The foreign exchange option pricing of diffusion process with jumps

Cited in

(1)

• Pricing and hedging problem of foreign currency option with higher borrowing rate

This page was built for publication: Pricing of foreign currency deposit products linked with exchange rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5260029)