Foreign exchange transaction exposure in a newsvendor setting.

Francisco J. Arcelus Ravi Gor Gopalan Srinivasan

Published in: Eur. J. Oper. Res. (2013)

Keyphrases

foreign exchange
exchange rate
database
early warning
single item
stock market
databases
artificial intelligence
long term
lot sizing
risk averse
co occurrence
transaction processing
transaction management
risk neutral