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40
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Borray Benavides, Jairo
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Hernández, Willie
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Subject
Financial Derivatives
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Foreign Exchange Hedge
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Foreign Exchange Risk
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2019
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Query:
EXCHANGE COMMISSION
Repository:
40
Language:
Inglés
Year:
2019
Document Type:
Artículo
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Title:
A new perspective for the use of financial derivatives to hedge foreign exchange rate: L-BFGS perspective to assess the strikes and principals of plain vanilla options
Author:
Hernández, Willie
/
Borray Benavides, Jairo
Language:
Inglés
Repository:
40
Subject:
Foreign Exchange Risk
/
Foreign Exchange Hedge
/
Financial Derivatives
/
GARCH family
/
Limited-memory BFGS
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