Separation results for multi-product inventory hedging problems (Q286002): Difference between revisions

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+Optimal Control and Hedging of Operations in the Presence of Financial Markets
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+Supply Contracts with Financial Hedging
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+On the structure of general mean-variance hedging strategies
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+Risk Aversion in Inventory Management
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+Q3974816
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+Continuous-time stochastic control and optimization with financial applications
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+Mean-variance hedging for general claims
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+Q2771116
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+Guest editorial
@@ Property / cites work: Guest editorial / rank @@
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