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
Construction of a mean-square optimal hedge with limited investment - MaRDI portal

Deprecated: Use of MediaWiki\Skin\SkinTemplate::injectLegacyMenusIntoPersonalTools was deprecated in Please make sure Skin option menus contains `user-menu` (and possibly `notifications`, `user-interface-preferences`, `user-page`) 1.46. [Called from MediaWiki\Skin\SkinTemplate::getPortletsTemplateData in /var/www/html/w/includes/Skin/SkinTemplate.php at line 691] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of MediaWiki\Skin\BaseTemplate::getPersonalTools was deprecated in 1.46 Call $this->getSkin()->getPersonalToolsForMakeListItem instead (T422975). [Called from Skins\Chameleon\Components\NavbarHorizontal\PersonalTools::getHtml in /var/www/html/w/skins/chameleon/src/Components/NavbarHorizontal/PersonalTools.php at line 66] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of QuickTemplate::(get/html/text/haveData) with parameter `personal_urls` was deprecated in MediaWiki Use content_navigation instead. [Called from MediaWiki\Skin\QuickTemplate::get in /var/www/html/w/includes/Skin/QuickTemplate.php at line 131] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Construction of a mean-square optimal hedge with limited investment (Q1780242)

From MaRDI portal





scientific article; zbMATH DE number 2174116
Language Label Description Also known as
English
Construction of a mean-square optimal hedge with limited investment
scientific article; zbMATH DE number 2174116

    Statements

    title
    Construction of a mean-square optimal hedge with limited investment (English)
    0 references
    author
    Yu. V. Bondarenko
    0 references
    publication date
    7 June 2005
    0 references
    zbMATH Keywords
    optimization
    0 references
    mean square criterion
    0 references
    hedging
    0 references
    martingale measure
    0 references
    Lagrangian function
    0 references
    numéraire
    0 references

    Identifiers

    zbMATH DE Number
    2174116
    0 references
    OpenAlex ID
    W1966053578
    0 references
     
    Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q1780242&oldid=43878327"
    Powered by MediaWiki