Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization (Q4596248)

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scientific article; zbMATH DE number 6814424
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Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization
scientific article; zbMATH DE number 6814424

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    Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization (English)
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    1 December 2017
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