On hedge parameters of currency options
Youngna Choi, Yeomin Yoon
| Year of publication: |
2022
|
|---|---|
| Authors: | Choi, Youngna ; Yoon, Yeomin |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 27.2022, 1, p. 42-59
|
| Subject: | currency option | geometric brownian motion | hedge parameter | Hedging | Währungsderivat | Currency derivative | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013183759