The following pages link to The cheapest hedge. (Q1864980):
Displaying 7 items.
- Riesz estimators (Q278266) (← links)
- Computation of vector sublattices and minimal lattice-subspaces of \(\mathbb R^k\): applications in finance (Q428102) (← links)
- A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance (Q734849) (← links)
- Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance (Q929435) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Computational methods in portfolio insurance (Q2381283) (← links)
- Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)