Open AccessA mean-reverting currency model with floating interest rates in uncertain environment
Author(s) -
Weiwei Wang,
Chen Ping
Publication year - 2019
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2018129
Subject(s) - currency , foreign exchange risk , mean reversion , foreign exchange market , interest rate parity , interest rate , exchange rate , rendleman–bartter model , economics , econometrics , valuation of options , valuation (finance) , financial economics , computer science , monetary economics , finance