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]
@article{YuWTL20,
title = {The optimal multi-period hedging model of currency futures and options with exponential utility},
author = {Xing Yu and Zhongkai Wan and Xiaowen Tu and Yanyin Li},
year = {2020},
doi = {10.1016/j.cam.2019.112412},
url = {https://doi.org/10.1016/j.cam.2019.112412},
researchr = {https://researchr.org/publication/YuWTL20},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {366},
}