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

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+Markets that don't replicate any option.
@@ Property / cites work: Markets that don't replicate any option. / rank @@
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+Computational methods in portfolio insurance
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+Normal rank
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+Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
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+A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
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+Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
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+Minimal lattice-subspaces
@@ Property / cites work: Minimal lattice-subspaces / rank @@
+Normal rank
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+Linear Optimization in C (Ω) and Portfolio Insurance
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+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
+Normal rank