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

✍ Scribed by Li Chen, Zongyuan Huang, Zhen Wu

Book ID: 120796423
Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2013
Tongue: English
Weight: 250 KB
Volume: 26
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-013-1018-8

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