Optimal dynamic hedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared.
构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。
Optimal dynamic hedging of exchange rate risk is modeled and the hedging effectiveness of the dynamic and static strategies is compared.
构建一个最优动态汇率风险套期保值理论模型,并将其套期保值效率与静态策略进行实证对比。
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