Dynamic programming and mean-variance hedging with partial execution risk (Q836034)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic programming and mean-variance hedging with partial execution risk |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic programming and mean-variance hedging with partial execution risk |
scientific article |
Statements
Dynamic programming and mean-variance hedging with partial execution risk (English)
0 references
31 August 2009
0 references