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Controlling Currency Risk with Options or Forwards

  • Nikolas Topaloglou
  • Hercules Vladimirou
  • Stavros A. Zenios
Part of the Springer Optimization and Its Applications book series (SOIA, volume 18)

Keywords

Exchange Rate Foreign Currency Scenario Tree Sharpe Ratio Strike Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  • Nikolas Topaloglou
    • 1
  • Hercules Vladimirou
    • 1
  • Stavros A. Zenios
    • 1
  1. 1.HERMES European Center of Excellence on Computational Finance and EconomicsSchool of Economics and Management, University of CyprusNicosiaCyprus

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