Huchzermeier A.

A. Huchzermeier

Information about the author A. Huchzermeier will soon be added to the site.
Found 2 papers in total
Risk hedging via options contracts for physical delivery
Risk hedging via options contracts for physical delivery
2003
We develop an analytical framework for the valuation of options contracts for physical...
Valuing operational flexibility under exchange rate risk
Valuing operational flexibility under exchange rate risk
1996
In this paper, we develop a stochastic dynamic programming formulation for the...
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