A robust hedging algorithm (Q1391666)
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scientific article; zbMATH DE number 1178157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust hedging algorithm |
scientific article; zbMATH DE number 1178157 |
Statements
A robust hedging algorithm (English)
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22 July 1998
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finance
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minimax
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hedging
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transaction costs
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nonsmooth optimization
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