The optimal multi-period hedging model of currency futures and options with exponential utility

Clicks: 177
ID: 29848
2020
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Abstract
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Reference Key
yu2020thejournal Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Yu, X.
Journal journal of computational and applied mathematics
Year 2020
DOI
10.1016/j.cam.2019.112412
URL
Keywords Keywords not found

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