"The optimal multi-period hedging model of currency futures and options ..."

Xing Yu et al. (2020)

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DOI: 10.1016/J.CAM.2019.112412

access: closed

type: Journal Article

metadata version: 2023-08-28

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Xing Yu, Zhongkai Wan, Xiaowen Tu, Yanyin Li:
The optimal multi-period hedging model of currency futures and options with exponential utility. J. Comput. Appl. Math. 366 (2020)

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