scientific article; zbMATH DE number 1489870

MaRDI QIDQ4496097zbMATH OpenFDO

Authors Diem Ho

Publication date 27 January 2004

zbMATH Keywords

asset priceseconomic growthforeign exchange ratesforwardsfuturesinterest ratesoptionsportfolio optimizationswapsvolatility

Mathematics Subject Classification ID

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Cited in

(1)

• Mathematical Programming and its Applications in Finance

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