"Dynamic hedging of foreign exchange risk using stochastic model predictive ..."

Farzad Noorian, Philip Heng Wai Leong (2014)

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DOI: 10.1109/CIFER.2014.6924107

access: closed

type: Conference or Workshop Paper

metadata version: 2020-12-29

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Farzad Noorian, Philip Heng Wai Leong:
Dynamic hedging of foreign exchange risk using stochastic model predictive control. CIFEr 2014: 441-448

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