A Stochastic Programming Model for Currency Option Hedging
| Year of publication: |
2000
|
|---|---|
| Authors: | Wu, Jason ; Sen, Suvrajeet |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 100.2000, p. 227-250
|