A risk control tool for foreign financial activities – A new derivatives pricing model
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DOI: 10.1057/s41260-016-0023-6
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More about this item
Keywords
Quanto options; reset options; exchange rate risk; market risk; decision making;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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