Hedging The FX Risk: The Role Of Correlation

Ágnes Vidovics-Dancs. Hedging The FX Risk: The Role Of Correlation. In Daniel Grzonka, Natalia Rylko, Grazyna Suchacka, Vladimir Mityushev, editors, Proceedings of the 38th ECMS International Conference on Modelling and Simulation, ECMS 2024 Cracow, Poland, June 2024. pages 112-117, European Council for Modeling and Simulation, 2024. [doi]

Abstract

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