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

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-.1016/j.amc.2011.12.062
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+Q4881253
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+Minimum-cost portfolio insurance
@@ Property / cites work: Minimum-cost portfolio insurance / rank @@
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+The cheapest hedge.
@@ Property / cites work: The cheapest hedge. / rank @@
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@@ Property / cites work @@
+Computational methods in portfolio insurance
@@ Property / cites work: Computational methods in portfolio insurance / rank @@
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@@ Property / cites work @@
+Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance
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@@ Property / cites work @@
+A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
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+The completion of security markets
@@ Property / cites work: The completion of security markets / rank @@
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+Linear Optimization in C (Ω) and Portfolio Insurance
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+Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
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@@ Property / cites work @@
+Minimal lattice-subspaces
@@ Property / cites work: Minimal lattice-subspaces / rank @@
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@@ Property / DOI @@
+.1016/J.AMC.2011.12.062
@@ Property / DOI: 10.1016/J.AMC.2011.12.062 / rank @@
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