Computation of vector sublattices and minimal lattice-subspaces of \(\mathbb R^k\): applications in finance (Q428102): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2011.12.062
@@ Property / DOI: 10.1016/j.amc.2011.12.062 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6047697
@@ Property / zbMATH DE Number: 6047697 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+computational methods
@@ Property / zbMATH Keywords: computational methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimal lattice-subspaces
@@ Property / zbMATH Keywords: minimal lattice-subspaces / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector sublattices
@@ Property / zbMATH Keywords: vector sublattices / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio insurance
@@ Property / zbMATH Keywords: portfolio insurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+completion of security markets
@@ Property / zbMATH Keywords: completion of security markets / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Matlab
@@ Property / describes a project that uses: Matlab / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2057822251
@@ Property / OpenAlex ID: W2057822251 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4070
@@ Property / arXiv ID: 1006.4070 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4881253
@@ Property / cites work: Q4881253 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimum-cost portfolio insurance
@@ Property / cites work: Minimum-cost portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+The cheapest hedge.
@@ Property / cites work: The cheapest hedge. / rank @@
+Normal rank
@@ Property / cites work @@
+Computational methods in portfolio insurance
@@ Property / cites work: Computational methods in portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
+Normal rank
@@ Property / cites work @@
+A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
+Normal rank
@@ Property / cites work @@
+The completion of security markets
@@ Property / cites work: The completion of security markets / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Optimization in C (Ω) and Portfolio Insurance
+Normal rank
@@ Property / cites work @@
+Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
+Normal rank
@@ Property / cites work @@
+Minimal lattice-subspaces
@@ Property / cites work: Minimal lattice-subspaces / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2011.12.062
@@ Property / DOI: 10.1016/J.AMC.2011.12.062 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:428102