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  • Multiple Currency Option Selection Using Stochastic Constraints
    Multiple Currency Option Selection Using Stochastic Constraints This paper examines the problem of hedging foreign exchange risk across multiple countries using currency options. The profit ...

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    • Authors: David C Thurston, Kelly T Au, Joel R Barber
    • Date: Jan 1996
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments