Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677): Difference between revisions
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Revision as of 21:09, 19 March 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)
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3 December 2010
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efficient hedging
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quantile hedging
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Knapsack problem
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greedy algorithm
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binomial model
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