Valuing currency swap contracts in uncertain financial market
Yi Zhang, Jinwu Gao, Zongfei Fu
| Year of publication: |
2019
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|---|---|
| Authors: | Zhang, Yi ; Gao, Jinwu ; Fu, Zongfei |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 18.2019, 1, p. 15-35
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| Subject: | Currency swap | Exchange rate | Uncertain currency model | Uncertain process | Yao-Chen formula | Währungsderivat | Currency derivative | Theorie | Theory | Swap | Wechselkurs | Risiko | Risk | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-018-9284-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012228200