SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703)
From MaRDI portal
scientific article; zbMATH DE number 6931443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS |
scientific article; zbMATH DE number 6931443 |
Statements
SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (English)
0 references
4 September 2018
0 references
shortfall risk minimization
0 references
fixed transaction costs
0 references
binomial models
0 references
Markov decision process
0 references
dynamic programming
0 references
0 references
