A robust hedging algorithm (Q1391666)

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A robust hedging algorithm
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    title
    A robust hedging algorithm (English)
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    author
    M. A. Howe
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    Berc Rustem
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    publication date
    22 July 1998
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    Mathematics Subject Classification ID
    91B28
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    90C90
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    49J52
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    zbMATH DE Number
    1178157
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    zbMATH Keywords
    finance
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    minimax
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    hedging
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    transaction costs
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    nonsmooth optimization
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