Vector majorization and a robust option replacement trading strategy (Q931422)
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scientific article; zbMATH DE number 5292864
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Vector majorization and a robust option replacement trading strategy |
scientific article; zbMATH DE number 5292864 |
Statements
Vector majorization and a robust option replacement trading strategy (English)
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25 June 2008
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robust option trading strategy
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stability
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majorization
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convex optimization
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0.691818356513977
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0.6761496067047119
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0.6663052439689636
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0.6595233082771301
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0.6519568562507629
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