Valuing currency swap contracts in uncertain financial market
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 | Theorie | Theory | Swap | Wechselkurs | Währungsderivat | Currency derivative | Risiko | Risk | Finanzmarkt | Financial market |
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