Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077)
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scientific article; zbMATH DE number 7353680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging performance on pegged FX markets based on a regime switching model |
scientific article; zbMATH DE number 7353680 |
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Pricing and hedging performance on pegged FX markets based on a regime switching model (English)
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2 June 2021
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pegged FX markets
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HKDUSD
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regime switching
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mean-variance hedging
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Fourier approach
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