Computational methods for option replication (Q2885507): Difference between revisions

@@ Property / author @@
+Vasilios N. Katsikis
@@ Property / author: Vasilios N. Katsikis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2011.555536
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@@ Property / OpenAlex ID @@
+W1988978935
@@ Property / OpenAlex ID: W1988978935 / rank @@
+Normal rank
@@ Property / cites work @@
+Markets that don't replicate any option.
@@ Property / cites work: Markets that don't replicate any option. / rank @@
+Normal rank
@@ Property / cites work @@
+Computational methods in portfolio insurance
@@ Property / cites work: Computational methods in portfolio insurance / rank @@
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@@ Property / cites work @@
+Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
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@@ Property / cites work @@
+A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
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@@ Property / cites work @@
+Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
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@@ Property / cites work @@
+Minimal lattice-subspaces
@@ Property / cites work: Minimal lattice-subspaces / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Optimization in C (Ω) and Portfolio Insurance
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@@ Property / cites work @@
+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
+Normal rank