On infinite-horizon minimum-cost hedging under cone constraints (Q1853196)
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scientific article; zbMATH DE number 1856520
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On infinite-horizon minimum-cost hedging under cone constraints |
scientific article; zbMATH DE number 1856520 |
Statements
On infinite-horizon minimum-cost hedging under cone constraints (English)
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21 January 2003
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liability stream
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security markets
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portfolios
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linear programming
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0.8068572878837585
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0.8043272495269775
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0.788341760635376
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0.7711422443389893
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0.764699399471283
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