On optimal partial hedging in discrete markets (Q5746723): Difference between revisions

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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Duality and martingales: a stochastic programming perspective on contingent claims
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+Optimal partial hedging in a discrete-time market as a Knapsack problem
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+The duality of option investment strategies for hedge funds
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+CALIBRATED OPTION BOUNDS
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+Pricing American contingent claims by stochastic linear programming
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+Financial Mathematics
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+The Simplex Method for Quadratic Programming
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+Q4879581
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+Publication:5746723