Vector majorization and a robust option replacement trading strategy
type: Item
instance of: scholarly article
title: Vector majorization and a robust option replacement trading strategy
zbMATH Open document ID: 1151.91554
published in: Set-Valued Analysis
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 52A41
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 5292864
zbMATH Keywords: robust option trading strategy
zbMATH Keywords: stability
zbMATH Keywords: majorization
zbMATH Keywords: convex optimization
author: Qiji J. Zhu
MaRDI profile type: Publication
full work available at URL: s11228-008-0079-7
OpenAlex ID: W2125534264
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DOI: 10.1007/S11228-008-0079-7
description: scientific article; zbMATH DE number 5292864