A NETWORK MODEL FOR FOREIGN EXCHANGE ARBITRAGE, HEDGING AND SPECULATION

DOI10.1142/S0219024901001279zbMath1153.91520MaRDI QIDQ3523605

C. Kenneth Jones

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

network modelscovered interest arbitrageforeign exchange hedgingforeign exchange speculation

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Multi-stage stochastic linear programs for portfolio optimization
• A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection

This page was built for publication: A NETWORK MODEL FOR FOREIGN EXCHANGE ARBITRAGE, HEDGING AND SPECULATION