Treasury Management Model with Foreign Exchange Exposure

Konstantin Volosov, Gautam Mitra, Fabio Spagnolo, Cormac Lucas. Treasury Management Model with Foreign Exchange Exposure. Comp. Opt. and Appl., 32(1-2):179-207, 2005. [doi]

@article{VolosovMSL05,
  title = {Treasury Management Model with Foreign Exchange Exposure},
  author = {Konstantin Volosov and Gautam Mitra and Fabio Spagnolo and Cormac Lucas},
  year = {2005},
  doi = {10.1007/s10589-005-2059-2},
  url = {http://dx.doi.org/10.1007/s10589-005-2059-2},
  researchr = {https://researchr.org/publication/VolosovMSL05},
  cites = {0},
  citedby = {0},
  journal = {Comp. Opt. and Appl.},
  volume = {32},
  number = {1-2},
  pages = {179-207},
}