XIAO Qingxian, MAO Shisong. Exchange Rate Model and Option Pricing[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 67-70.
Citation: XIAO Qingxian, MAO Shisong. Exchange Rate Model and Option Pricing[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 67-70.
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Exchange Rate Model and Option Pricing

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  • In this paper, we develop the problem of pricing exchange rate option. The method of estimating the parameters is also discussed.
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