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

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+https://doi.org/10.1007/s10479-013-1473-6
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+W1995114443
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+Optimal Control and Hedging of Operations in the Presence of Financial Markets
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@@ Property / cites work @@
+Supply Contracts with Financial Hedging
@@ Property / cites work: Supply Contracts with Financial Hedging / rank @@
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@@ Property / cites work @@
+On the structure of general mean-variance hedging strategies
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@@ Property / cites work @@
+Risk Aversion in Inventory Management
@@ Property / cites work: Risk Aversion in Inventory Management / rank @@
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+Q3974816
@@ Property / cites work: Q3974816 / rank @@
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+Continuous-time stochastic control and optimization with financial applications
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@@ Property / cites work @@
+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
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@@ Property / cites work @@
+On the minimal martingale measure and the möllmer-schweizer decomposition
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+Q2771116
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+Guest editorial
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+Publication:286002