HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q57635932, #quickstatements; #temporary_batch_1706974288397 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:56, 4 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
