Minimization of locally-quadratic risk on financial markets with two parameters (Q3607773)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimization of locally-quadratic risk on financial markets with two parameters |
scientific article; zbMATH DE number 5520307
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimization of locally-quadratic risk on financial markets with two parameters |
scientific article; zbMATH DE number 5520307 |
Statements
28 February 2009
0 references
0.803533136844635
0 references
0.803533136844635
0 references
0.7641425132751465
0 references
0.7559023499488831
0 references
0.7501286268234253
0 references