A risk control tool for foreign financial activities : a new derivatives pricing model
I-Ming Jiang, Chia Chun Lo, Andreas Karathanasopoulos, Konstantinos Skindilias
| Year of publication: |
July 2017
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|---|---|
| Authors: | Jiang, I-Ming ; Lo, Chia Chun ; Karathanasopoulos, Andreas ; Skindilias, Konstantinos |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 4, p. 269-294
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| Subject: | Quanto options | reset options | exchange rate risk | market risk | decision making | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Währungsrisiko | Exchange rate risk | Risiko | Risk | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0023-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011741589