Pages that link to "Item:Q2332718"
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The following pages link to The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718):
Displaying 12 items.
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- Hedging the exchange rate risk for international portfolios (Q1998038) (← links)
- Currency hedging strategies using dynamic multivariate GARCH (Q2227443) (← links)
- Treasury management model with foreign exchange exposure (Q2574065) (← links)
- Applied financial mathematical model for hedging exchange rate (Q2815755) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
- Hedging model with cross-currency options based on copula-GARCH method (Q3306962) (← links)
- Heterogeneous expectations, currency options and the euro/dollar (Q4646778) (← links)
- A Model for Optimizing Options and Futures (Q4884100) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection (Q5494679) (← links)
