Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach (Q2464252): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach |
scientific article |
Statements
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach (English)
0 references
10 December 2007
0 references
multi-period guarantee
0 references
optimal hedging strategies
0 references
transaction costs
0 references
stochastic programming
0 references