Vector majorization and a robust option replacement trading strategy
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Publication:931422
DOI10.1007/s11228-008-0079-7zbMath1151.91554OpenAlexW2125534264MaRDI QIDQ931422
Publication date: 25 June 2008
Published in: Set-Valued Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-008-0079-7
Applications of mathematical programming (90C90) Convex functions and convex programs in convex geometry (52A41) Portfolio theory (91G10)
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