ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL (Q2892982): Difference between revisions

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Latest revision as of 10:52, 30 July 2024

scientific article
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ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL
scientific article

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    ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL (English)
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    25 June 2012
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    minimax problem
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    mean-variance hedging
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    robust optimization
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