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

@@ Property / Mathematics Subject Classification ID @@
+B05
@@ Property / Mathematics Subject Classification ID: 90B05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6582844
@@ Property / zbMATH DE Number: 6582844 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inventory hedging
@@ Property / zbMATH Keywords: inventory hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multi-product separation
@@ Property / zbMATH Keywords: multi-product separation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-variance hedging
@@ Property / zbMATH Keywords: mean-variance hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+incomplete market
@@ Property / zbMATH Keywords: incomplete market / rank @@
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@@ 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/10.1007/s10479-013-1473-6
+Normal rank
@@ Property / OpenAlex ID @@
+W1995114443
@@ Property / OpenAlex ID: W1995114443 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control and Hedging of Operations in the Presence of Financial Markets
+Normal rank
@@ Property / cites work @@
+Supply Contracts with Financial Hedging
@@ Property / cites work: Supply Contracts with Financial Hedging / rank @@
+Normal rank
@@ Property / cites work @@
+On the structure of general mean-variance hedging strategies
+Normal rank
@@ Property / cites work @@
+Risk Aversion in Inventory Management
@@ Property / cites work: Risk Aversion in Inventory Management / rank @@
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
+Normal rank
@@ Property / cites work @@
+On the minimal martingale measure and the möllmer-schweizer decomposition
+Normal rank
@@ Property / cites work @@
+Q2771116
@@ Property / cites work: Q2771116 / rank @@
+Normal rank
@@ Property / cites work @@
+Guest editorial
@@ Property / cites work: Guest editorial / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:286002