Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty

DOI10.1007/BF01225932MaRDI QIDQ1319271zbMATH OpenFDO

Authors Frank B. Lehrbass

Publication date 12 April 1994

Published in Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01225932

Mathematics Subject Classification ID

Trade models (91B60)

Cites work

• Arbitrage pricing of contingent claims
• Hedging Price Risk with Options and Futures for the Competitive Firm with Production Flexibility
• scientific article; zbMATH DE number 43867 (Why is no real title available?)
• Martingales and arbitrage in multiperiod securities markets
• Options and Efficiency
• The pricing of options and corporate liabilities

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