Valuing currency swap contracts in uncertain financial market.
Yi ZhangJinwu GaoZongfei FuPublished in: Fuzzy Optim. Decis. Mak. (2019)
Keyphrases
- financial markets
- stock market
- stock price
- supply chain
- risk management
- technical indicators
- decision making
- graph cuts
- black scholes
- fractional brownian motion
- financial institutions
- exchange rate
- agent based models
- trading strategies
- sufficient conditions
- trading systems
- financial time series
- rough sets
- case study
- artificial intelligence