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Dynamic hedging for the real option management of hydropower production with exchange rate risks.
Joakim Dimoski
Stein-Erik Fleten
Nils Löhndorf
Sveinung Nersten
Published in:
OR Spectr. (2023)
Keyphrases
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exchange rate
real option
foreign exchange
stock price
decision making
option pricing
natural gas
currency exchange
management system
long run
risk management
coal mine safety
production planning
risk analysis
project management
decision makers
credit risk
life cycle
supply chain
fuzzy logic