Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach (Q2464252): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach |
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Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach (English)
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10 December 2007
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multi-period guarantee
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optimal hedging strategies
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transaction costs
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stochastic programming
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