Hedging costs for two large investors (Q3017913)

From MaRDI portal
Revision as of 08:02, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Hedging costs for two large investors
scientific article

    Statements

    title
    Hedging costs for two large investors (English)
    0 references
    author
    Takashi Adachi
    0 references
    published in
    Stochastics
    0 references
    publication date
    20 July 2011
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    91G20
    0 references
    93E20
    0 references
    60J25
    0 references
    49J20
    0 references
    49L25
    0 references
    zbMATH DE Number
    5929269
    0 references
    zbMATH Keywords
    large investor
    0 references
    Markov market model
    0 references
    hedging cost
    0 references
    dynamic programming
    0 references
    stochastic control
    0 references
    viscosity solution
    0 references
    OpenAlex ID
    W2160892898
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3017913&oldid=35238468"
    Powered by MediaWiki