Dynamic programming and mean-variance hedging with partial execution risk (Q836034)
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scientific article; zbMATH DE number 5600271
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| default for all languages | No label defined |
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| English | Dynamic programming and mean-variance hedging with partial execution risk |
scientific article; zbMATH DE number 5600271 |
Statements
Dynamic programming and mean-variance hedging with partial execution risk (English)
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31 August 2009
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0.8613090515136719
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0.8364353179931641
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0.8274575471878052
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0.8274575471878052
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