Fig. 6From: Foreign exchange trading and management with the stochastic dual dynamic programming methodRN solution for 5 representative scenarios in a daily trading setting, with the following income structure: \(f_{1} = 0.1D, f_{10} = 0.2D, f_{15} = 0.6D, f_{20} = 0.1D\) and \(f_{t} = 0\) otherwise. Speculation is allowed with positions bounded by Lâ=â1, i.e.\(- 1 \le P_{t} \le 1\). The total income equals Dâ=â1Back to article page