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
@@ Property / OpenAlex ID: W1995114443 / rank @@
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@@ Property / cites work @@
+Optimal Control and Hedging of Operations in the Presence of Financial Markets
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+Supply Contracts with Financial Hedging
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+On the structure of general mean-variance hedging strategies
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+Risk Aversion in Inventory Management
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+Q3974816
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+Continuous-time stochastic control and optimization with financial applications
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+Mean-variance hedging for general claims
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+Guest editorial
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