OPTIMAL HEDGING OF UNCERTAIN AND LONG-TERM FOREIGN-EXCHANGE EXPOSURE

被引：20

作者：

EAKER, MR

GRANT, D

机构：

[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

[2] N CAROLINA STATE UNIV, RALEIGH, NC 27695 USA

来源：

JOURNAL OF BANKING & FINANCE | 1985年 / 9卷 / 02期

关键词：

D O I：

10.1016/0378-4266(85)90019-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：221 / 231

页数：11

共 12 条

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[9] FOREIGN-EXCHANGE HEDGING AND CAPITAL ASSET PRICING MODEL [J].

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[10] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J].

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