Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Under an Expected Loss Constraint with Small Transaction Costs |
scientific article |
Statements
Hedging Under an Expected Loss Constraint with Small Transaction Costs (English)
0 references
17 August 2016
0 references
hedging
0 references
expected loss constraint
0 references
transaction costs
0 references
asymptotic expansion
0 references
dynamic programming
0 references
