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
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multi-product separation
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mean-variance hedging
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incomplete market
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Revision as of 18:39, 27 June 2023

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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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