scientific article; zbMATH DE number 6796289

zbMath1389.91100MaRDI QIDQ5371645

Yuelin Gao, En Mou

Publication date: 20 October 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

penalty functionoverall riskdifferential algorithmmulti-period hedging

Mathematics Subject Classification ID

Portfolio theory (91G10)

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