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Quantitative Finance Volume 24, 2024 - Issue 2
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Research Papers

Dynamic currency hedging with non-Gaussianity and ambiguity

Paweł Polak† Department of Applied Mathematics and Statistics, Institute for Advanced Computational Science, Stony Brook University, 100 Nicolls Rd, Stony Brook, NY11794-3600, USACorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-6645-015X
ORCID Icon &
Urban Ulrych‡ Department of Banking and Finance, University of Zurich & Swiss Finance Institute, Plattenstrasse 32, Zurich8032, SwitzerlandORCID Iconhttps://orcid.org/0000-0001-7803-4620
ORCID Icon
Pages 305-327 | Received 04 Feb 2022, Accepted 16 Dec 2023, Published online: 31 Jan 2024

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