Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677): Difference between revisions
From MaRDI portal
Latest revision as of 13:42, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal partial hedging in a discrete-time market as a Knapsack problem |
scientific article |
Statements
Optimal partial hedging in a discrete-time market as a Knapsack problem (English)
0 references
3 December 2010
0 references
efficient hedging
0 references
quantile hedging
0 references
Knapsack problem
0 references
greedy algorithm
0 references
binomial model
0 references
0 references
0 references