A stochastic programming model for currency option hedging (Q5933858)

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scientific article; zbMATH DE number 1604624
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A stochastic programming model for currency option hedging
scientific article; zbMATH DE number 1604624

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    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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