The optimal multi-period hedging model of currency futures and options with exponential utility

Xing Yu, Zhongkai Wan, Xiaowen Tu, Yanyin Li. The optimal multi-period hedging model of currency futures and options with exponential utility. J. Computational Applied Mathematics, 366, 2020. [doi]

Authors

Xing Yu

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Zhongkai Wan

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Xiaowen Tu

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Yanyin Li

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