A robust hedging algorithm (Q1391666): Difference between revisions

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+Berc Rustem
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+MaRDI publication profile
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+A New Method of Solving Nonlinear Simultaneous Equations
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+A new approach to variable metric algorithms
@@ Property / cites work: A new approach to variable metric algorithms / rank @@
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+A Family of Variable-Metric Methods Derived by Variational Means
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+A robust hedging algorithm
@@ Property / cites work: A robust hedging algorithm / rank @@
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+Minimax hedging strategy
@@ Property / cites work: Minimax hedging strategy / rank @@
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+Multi-period minimax hedging strategies
@@ Property / cites work: Multi-period minimax hedging strategies / rank @@
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+A direct method of linearization for continuous minimax problems
+Normal rank
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+A constrained min-max algorithm for rival models of the same economic system
+Normal rank
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+Conditioning of Quasi-Newton Methods for Function Minimization
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+Q4739675
@@ Property / cites work: Q4739675 / rank @@
+Normal rank