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Trade and currency options hedging model

  • Published:2018-12 Issue: Volume:343 Page:328-340
  • ISSN:0377-0427
  • Container-title:Journal of Computational and Applied Mathematics
  • language:en
  • Short-container-title:Journal of Computational and Applied Mathematics

Author:

Zhang Wei Guo,Yu XingORCID,Liu Yong Jun

Funder

National Natural Science Foundation of China

Natural Science Foundation of Guangdong Province of China

Guangzhou Financial Service Innovation and Risk Management Research Base

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference54 articles.

1. Exchange rate uncertainty, futures markets and the multinational firm;Broll;Eur. Econ. Rev.,1991

2. Operational and financial hedging for exporting firms;Pong;Int. Rev. Econ. Financ.,2007

3. Hedging and the competitive firm under correlated price and background risk;Pong;Decisions. Econ. Finan.,2014

4. Trade and cross hedging exchange rate risk;Broll;Int. Econ. Econ. Poli.,2015

5. The demand for hedging with futures and options;Darren;J. Futures Mark.,2001

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