Separation results for multi-product inventory hedging problems (Q286002): Difference between revisions

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Latest revision as of 00:22, 28 December 2024

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Separation results for multi-product inventory hedging problems
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    Separation results for multi-product inventory hedging problems (English)
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    19 May 2016
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    inventory hedging
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    multi-product separation
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    mean-variance hedging
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    incomplete market
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