Multi-period minimax hedging strategies (Q1268215): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Portfolio Selection with Transaction Costs
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+Normal rank
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+New algorithms for constrained minimax optimization
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+Minimax hedging strategy
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+Q3688092
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+Q4905685
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+Normal rank
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+European Option Pricing with Transaction Costs
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+Normal rank
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+A constrained min-max algorithm for rival models of the same economic system
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