Robust hedging strategies (Q1761191)

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Robust hedging strategies
scientific article

    Statements

    title
    Robust hedging strategies (English)
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    author
    Raquel J. Fonseca
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    Berc Rustem
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    publication date
    15 November 2012
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    zbMATH Keywords
    robust optimization
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    international portfolio optimization
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    hedging
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    forward contracts
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    options
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    describes a project that uses
    YALMIP
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    SDPT3
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    90C26
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    91G20
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    91G10
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    zbMATH DE Number
    6106609
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    OpenAlex ID
    W2060920480
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