Robust hedging strategies
type: Item
instance of: scholarly article
title: Robust hedging strategies
zbMATH Open document ID: 1251.91075
author: Raquel J. Fonseca
author: Berç Rustem
published in: Computers \& Operations Research
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6106609
zbMATH Keywords: robust optimization
zbMATH Keywords: international portfolio optimization
zbMATH Keywords: hedging
zbMATH Keywords: forward contracts
zbMATH Keywords: options
describes a project that uses: YALMIP
describes a project that uses: SDPT3
MaRDI profile type: Publication
full work available at URL: j.cor.2011.12.021
OpenAlex ID: W2060920480
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DOI: 10.1016/J.COR.2011.12.021
description: scientific article; zbMATH DE number 6106609