{"id":"https://openalex.org/W2785418487","doi":"https://doi.org/10.1007/s10700-018-9284-5","title":"Valuing currency swap contracts in uncertain financial market","display_name":"Valuing currency swap contracts in uncertain financial market","publication_year":2018,"publication_date":"2018-02-01","ids":{"openalex":"https://openalex.org/W2785418487","doi":"https://doi.org/10.1007/s10700-018-9284-5","mag":"2785418487"},"language":"en","primary_location":{"id":"doi:10.1007/s10700-018-9284-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-018-9284-5","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069813433","display_name":"Yi Zhang","orcid":"https://orcid.org/0000-0002-9339-4146"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yi Zhang","raw_affiliation_strings":["Uncertain Systems Lab, School of Information, Renmin University of China, Beijing, 100872, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Uncertain Systems Lab, School of Information, Renmin University of China, Beijing, 100872, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008929688","display_name":"Jinwu Gao","orcid":"https://orcid.org/0000-0003-4806-927X"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jinwu Gao","raw_affiliation_strings":["Uncertain Systems Lab, School of Information, Renmin University of China, Beijing, 100872, China"],"raw_orcid":"https://orcid.org/0000-0003-4806-927X","affiliations":[{"raw_affiliation_string":"Uncertain Systems Lab, School of Information, Renmin University of China, Beijing, 100872, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029309082","display_name":"Zongfei Fu","orcid":null},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zongfei Fu","raw_affiliation_strings":["Uncertain Systems Lab, School of Information, Renmin University of China, Beijing, 100872, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Uncertain Systems Lab, School of Information, Renmin University of China, Beijing, 100872, China","institution_ids":["https://openalex.org/I78988378"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5008929688"],"corresponding_institution_ids":["https://openalex.org/I78988378"],"apc_list":{"value":2590,"currency":"EUR","value_usd":3390},"apc_paid":null,"fwci":3.133,"has_fulltext":false,"cited_by_count":23,"citation_normalized_percentile":{"value":0.92764474,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"18","issue":"1","first_page":"15","last_page":"35"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.9873999953269958,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9842000007629395,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/foreign-exchange-swap","display_name":"Foreign exchange swap","score":0.9249792098999023},{"id":"https://openalex.org/keywords/swap","display_name":"Swap (finance)","score":0.8652275800704956},{"id":"https://openalex.org/keywords/currency","display_name":"Currency","score":0.6119133830070496},{"id":"https://openalex.org/keywords/commodity-swap","display_name":"Commodity swap","score":0.5712581872940063},{"id":"https://openalex.org/keywords/interest-rate-swap","display_name":"Interest rate swap","score":0.5195142030715942},{"id":"https://openalex.org/keywords/cash-flow","display_name":"Cash flow","score":0.5133244395256042},{"id":"https://openalex.org/keywords/variance-swap","display_name":"Variance swap","score":0.4934596121311188},{"id":"https://openalex.org/keywords/payment","display_name":"Payment","score":0.47209256887435913},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4447995722293854},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3552094101905823},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.32258978486061096},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.26688334345817566},{"id":"https://openalex.org/keywords/volatility-swap","display_name":"Volatility swap","score":0.25127846002578735},{"id":"https://openalex.org/keywords/interest-rate-parity","display_name":"Interest rate parity","score":0.22449231147766113},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.1343628466129303},{"id":"https://openalex.org/keywords/implied-volatility","display_name":"Implied volatility","score":0.12197104096412659}],"concepts":[{"id":"https://openalex.org/C19992482","wikidata":"https://www.wikidata.org/wiki/Q492827","display_name":"Foreign exchange swap","level":4,"score":0.9249792098999023},{"id":"https://openalex.org/C99821215","wikidata":"https://www.wikidata.org/wiki/Q1136583","display_name":"Swap (finance)","level":2,"score":0.8652275800704956},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.6119133830070496},{"id":"https://openalex.org/C175992601","wikidata":"https://www.wikidata.org/wiki/Q5153179","display_name":"Commodity swap","level":3,"score":0.5712581872940063},{"id":"https://openalex.org/C99560960","wikidata":"https://www.wikidata.org/wiki/Q205258","display_name":"Interest rate swap","level":3,"score":0.5195142030715942},{"id":"https://openalex.org/C163428354","wikidata":"https://www.wikidata.org/wiki/Q1047513","display_name":"Cash flow","level":2,"score":0.5133244395256042},{"id":"https://openalex.org/C165603445","wikidata":"https://www.wikidata.org/wiki/Q7915766","display_name":"Variance swap","level":5,"score":0.4934596121311188},{"id":"https://openalex.org/C145097563","wikidata":"https://www.wikidata.org/wiki/Q1148747","display_name":"Payment","level":2,"score":0.47209256887435913},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4447995722293854},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3552094101905823},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.32258978486061096},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26688334345817566},{"id":"https://openalex.org/C192620184","wikidata":"https://www.wikidata.org/wiki/Q7940002","display_name":"Volatility swap","level":4,"score":0.25127846002578735},{"id":"https://openalex.org/C82843974","wikidata":"https://www.wikidata.org/wiki/Q205231","display_name":"Interest rate parity","level":3,"score":0.22449231147766113},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.1343628466129303},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.12197104096412659},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10700-018-9284-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-018-9284-5","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:fuzodm:v:18:y:2019:i:1:d:10.1007_s10700-018-9284-5","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10700-018-9284-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G8069375018","display_name":null,"funder_award_id":"201606365008","funder_id":"https://openalex.org/F4320322725","funder_display_name":"China Scholarship Council"},{"id":"https://openalex.org/G8716911740","display_name":null,"funder_award_id":"61374082","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320322725","display_name":"China Scholarship Council","ror":"https://ror.org/04atp4p48"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1181519619","https://openalex.org/W1600001357","https://openalex.org/W1606449868","https://openalex.org/W1967529637","https://openalex.org/W2007499235","https://openalex.org/W2021171753","https://openalex.org/W2025130222","https://openalex.org/W2082559560","https://openalex.org/W2091403477","https://openalex.org/W2137360725","https://openalex.org/W2142072149","https://openalex.org/W2151376743","https://openalex.org/W2152380123","https://openalex.org/W2161052926","https://openalex.org/W2164919501","https://openalex.org/W2274279545","https://openalex.org/W2335711232","https://openalex.org/W2462654069","https://openalex.org/W2484638022","https://openalex.org/W2515877265","https://openalex.org/W2912189486","https://openalex.org/W2913718905","https://openalex.org/W3124475197","https://openalex.org/W3145733953","https://openalex.org/W4206830167","https://openalex.org/W4285719527","https://openalex.org/W4292078530","https://openalex.org/W6678868654","https://openalex.org/W6682597882"],"related_works":["https://openalex.org/W2476016443","https://openalex.org/W4251757518","https://openalex.org/W4236100863","https://openalex.org/W572868028","https://openalex.org/W2385025775","https://openalex.org/W4293181110","https://openalex.org/W2322015464","https://openalex.org/W2501473799","https://openalex.org/W2014749210","https://openalex.org/W112993205"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":5},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2026-06-19T17:40:00.097472","created_date":"2025-10-10T00:00:00"}
