Separation results for multi-product inventory hedging problems (Q286002)

From MaRDI portal
Revision as of 23:55, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Separation results for multi-product inventory hedging problems
scientific article

    Statements

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

    Identifiers