A stochastic programming model for currency option hedging (Q5933858)
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scientific article; zbMATH DE number 1604624
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A stochastic programming model for currency option hedging |
scientific article; zbMATH DE number 1604624 |
Statements
A stochastic programming model for currency option hedging (English)
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14 June 2001
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stochastic programming
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currency options
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hedging
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0.788267970085144
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0.7771385312080383
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0.765893280506134
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0.7415010929107666
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0.7357333302497864
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