Pricing of foreign currency deposit products linked with exchange rate

zbMATH Open1324.91057MaRDI QIDQ5260029FDOQ5260029

Authors:

Publication date: 29 June 2015

Recommendations

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zbMATH Keywords

pricingtransaction costexchange rateforeign currency deposit

Mathematics Subject Classification ID

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

Cited In (1)

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

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