Separation results for multi-product inventory hedging problems (Q286002)
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scientific article; zbMATH DE number 6582844
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Separation results for multi-product inventory hedging problems |
scientific article; zbMATH DE number 6582844 |
Statements
Separation results for multi-product inventory hedging problems (English)
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19 May 2016
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inventory hedging
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multi-product separation
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mean-variance hedging
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incomplete market
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0.7016709446907043
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0.698024332523346
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0.6899732351303101
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0.6770094037055969
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