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

Li Chen Zongyuan Huang Zhen Wu

Published in: J. Syst. Sci. Complex. (2013)

Keyphrases

option pricing
black scholes model
black scholes
stock price
convertible bonds
financial markets
decision analysis
databases
higher quality
genetic algorithm
data sets
multi agent
decision makers
sampling rate
growth rate