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Volume 15, Issue 11, 2012
>31-44
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The hedging value and strategy of RMB foreign currency options: Based on the perspective of stochastic programming
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Key words:
人民币外汇期权
;
套保价值
;
套保策略
;
随机规划
;
风险综合管理
;
整体风险控制
;
后验 优化再调整
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April 15,2013
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