Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multi-period minimax hedging strategies - MaRDI portal

Multi-period minimax hedging strategies (Q1268215)

From MaRDI portal





scientific article; zbMATH DE number 1212216
Language Label Description Also known as
English
Multi-period minimax hedging strategies
scientific article; zbMATH DE number 1212216

    Statements

    title
    Multi-period minimax hedging strategies (English)
    0 references
    author
    M. A. Howe
    0 references
    M. J. P. Selby
    0 references
    Berç Rustem
    0 references
    publication date
    18 October 1998
    0 references
    zbMATH Keywords
    transaction costs
    0 references
    nonsmooth optimization
    0 references
    option pricing
    0 references
    simulation
    0 references
    minimax strategy
    0 references
    worst-case potential hedging error
    0 references
    two-period setting
    0 references

    Identifiers

    zbMATH DE Number
    1212216
    0 references
    OpenAlex ID
    W2010680506
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1268215&oldid=42989563"
    Powered by MediaWiki