A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in \(C[a, b]\) (Q2008918)
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scientific article; zbMATH DE number 7136879
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| English | A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in \(C[a, b]\) |
scientific article; zbMATH DE number 7136879 |
Statements
A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in \(C[a, b]\) (English)
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26 November 2019
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minimum-cost insured portfolio
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Riesz spaces
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positive bases
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0.790408730506897
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0.7848716974258423
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0.7578270435333252
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0.7505500912666321
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