Replicating portfolios: \(\mathcal L^1\) versus \(\mathcal L^2\) optimization (Q4596248)
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scientific article; zbMATH DE number 6814424
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Replicating portfolios: \(\mathcal L^1\) versus \(\mathcal L^2\) optimization |
scientific article; zbMATH DE number 6814424 |
Statements
Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization (English)
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1 December 2017
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0.822786808013916
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0.8207063674926758
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0.8187230825424194
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0.8076567053794861
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0.7717876434326172
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