Reducing transaction costs for interest rate risk hedging with stochastic programming
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DOI: 10.1016/j.ejor.2022.02.004
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- Azimli, Asil, 2024. "Is gold a safe haven for the U.S. dollar during extreme conditions?," International Economics, Elsevier, vol. 177(C).
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Keywords
Finance; OR in banking; Risk management; Stochastic programming;All these keywords.
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