Hedging costs for two large investors (Q3017913)
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scientific article; zbMATH DE number 5929269
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging costs for two large investors |
scientific article; zbMATH DE number 5929269 |
Statements
Hedging costs for two large investors (English)
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20 July 2011
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large investor
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Markov market model
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hedging cost
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dynamic programming
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stochastic control
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viscosity solution
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0.8254104852676392
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0.817994236946106
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0.7988773584365845
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0.7957407832145691
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0.795318603515625
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