It was not clear if he was referring to constant or current exchange rates.
但是Thomas所指的前提是在“固定汇率”的条件下还是在“当前汇率”的条件下还不甚清楚。
We price exchange options under the constant interest rate and stochastic interest rate.
对于互换期权，在常数利率和随机利率假设下分别建立了定价模型；
We price exchange options under the constant interest rate and stochastic interest rate.
对于互换期权，在常数利率和随机利率假设下分别建立了定价模型；
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