Separation results for multi-product inventory hedging problems (Q286002): Difference between revisions
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| Property / Mathematics Subject Classification ID: 90B05 / rank | |||
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| Property / zbMATH DE Number: 6582844 / rank | |||
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inventory hedging | |||
| Property / zbMATH Keywords: inventory hedging / rank | |||
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multi-product separation | |||
| Property / zbMATH Keywords: multi-product separation / rank | |||
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mean-variance hedging | |||
| Property / zbMATH Keywords: mean-variance hedging / rank | |||
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incomplete market | |||
| Property / zbMATH Keywords: incomplete market / rank | |||
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Revision as of 18:39, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separation results for multi-product inventory hedging problems |
scientific article |
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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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