Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
type: Item
instance of: scholarly article
title: Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
zbMATH Open document ID: 1136.91447
published in: Applied Mathematics and Computation
publication date: 2008-06-17T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5289096
zbMATH Keywords: MATLAB
zbMATH Keywords: computational methods
zbMATH Keywords: portfolio insurance
zbMATH Keywords: lattice-subspaces
zbMATH Keywords: positive basis
author: Vasilios N. Katsikis
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: j.amc.2007.11.002
OpenAlex ID: W1964069211
cites work: Q4881253
cites work: Portfolio dominance and optimality in infinite security markets
cites work: Minimum-cost portfolio insurance
cites work: The cheapest hedge.
cites work: Computational methods in portfolio insurance
cites work: The completion of security markets
cites work: Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
cites work: Q5698944
cites work: Linear Optimization in C (Ω) and Portfolio Insurance
DOI: 10.1016/J.AMC.2007.11.002
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description: scientific article; zbMATH DE number 5289096