Shortfall risk minimization under fixed transaction costs (Q4584703)
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scientific article; zbMATH DE number 6931443
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Shortfall risk minimization under fixed transaction costs |
scientific article; zbMATH DE number 6931443 |
Statements
SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (English)
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4 September 2018
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shortfall risk minimization
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fixed transaction costs
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binomial models
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Markov decision process
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dynamic programming
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0.8373915553092957
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0.8174125552177429
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0.8097644448280334
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0.8044209480285645
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0.775745153427124
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