HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q57635932, #quickstatements; #temporary_batch_1706974288397 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q57635932 / rank | |||
Normal rank |
Revision as of 19:04, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING |
scientific article |
Statements
HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (English)
0 references
8 June 2007
0 references
hedging under constraints
0 references
stochastic control
0 references
optimal stopping
0 references