An intelligent algorithm for dynamic hedging of multi-currency portfolio

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

    Original languageEnglish
    Title of host publicationIntelligent Engineering Systems Through Artificial Neural Networks
    EditorsC H Dagli
    Place of PublicationNew York USA
    PublisherAmerican Society of Mechanical Engineers (ASME)
    Pages701 - 706
    Number of pages6
    ISBN (Print)0791801918
    Publication statusPublished - 2002

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