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Article
Peer-Review Record

Arbitrage Bounds on Currency Basket Options

Math. Comput. Appl. 2020, 25(3), 60; https://doi.org/10.3390/mca25030060
by Yi Hong
Reviewer 1: Anonymous
Reviewer 2: Anonymous
Math. Comput. Appl. 2020, 25(3), 60; https://doi.org/10.3390/mca25030060
Submission received: 6 August 2020 / Revised: 11 September 2020 / Accepted: 16 September 2020 / Published: 17 September 2020
(This article belongs to the Special Issue Intelligent Computation and Its Applications in Financial Technology)

Round 1

Reviewer 1 Report

The paper considers the problem of deriving upper bounds for basket options on currencies. The paper is well-written and the results discussed in this paper are worth publishing. 

 

My main concern is that the authors claim their paper extents the paper of Hobson et al. However, that paper considers a basket size of n, whereas in the current version only X, Y and Z are present. 

 

Author Response

Thanks for the reviewer's valuable and constructive comments.

Please see the attachment.

Author Response File: Author Response.pdf

Reviewer 2 Report

Please see the attachment.

Comments for author File: Comments.pdf

Author Response

Thanks for the reviewer's valuable and constructive comments.

Please see the attachment.

Author Response File: Author Response.pdf

Round 2

Reviewer 2 Report

I am happy with the author's response. The current version of the paper can be published in MCA.

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