Hedging with an Edge: Parametric Currency Overlay.

Pedro Barroso Jurij-Andrei Reichenecker Marco J. Menichetti

Published in: Manag. Sci. (2022)

Keyphrases

edge detection
edge information
transaction costs
overlay network
real time
financial markets
edge detector
disjoint paths
option pricing
edge map
parametric models
multiscale
database systems
website
computer vision
social networks
neural network
databases