A programming model for bank hedging decisions
Year of publication: |
1986
|
---|---|
Authors: | Booth, G. Geoffrey ; Koveos, Peter E. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 9.1986, 3, p. 271-279
|
Subject: | Terminhandel | Bank | Hedging | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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