Separation results for multi-product inventory hedging problems (Q286002)
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scientific article; zbMATH DE number 6582844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separation results for multi-product inventory hedging problems |
scientific article; zbMATH DE number 6582844 |
Statements
Separation results for multi-product inventory hedging problems (English)
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19 May 2016
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inventory hedging
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multi-product separation
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mean-variance hedging
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incomplete market
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