搜索结果: 1-1 共查到“国际金融学 hedging”相关记录1条 . 查询时间(0.156 秒)
Consistent Pricing and Hedging of an FX Options Book
foreign exchange options market uncertain Black-Scholes parameters
2009/5/7
In the foreign exchange (FX) options market away-from-the-money options are quite actively traded, and quotes for the same type of instruments are available everyday with very narrow spreads (at leas...