AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2147196795 / rank | |||
Normal rank | |||
Latest revision as of 09:54, 30 July 2024
scientific article; zbMATH DE number 6305524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS |
scientific article; zbMATH DE number 6305524 |
Statements
AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (English)
0 references
19 June 2014
0 references
transaction costs
0 references
superhedging
0 references
set-valued risk measures
0 references
coherent risk measures
0 references
algorithms
0 references
conical market model
0 references
vector optimization
0 references
geometric duality
0 references
0 references
0 references
