Minimax hedging strategy
From MaRDI portal
Publication:1890890
DOI10.1007/BF01299455zbMath0824.90050MaRDI QIDQ1890890
M. A. Howe, M. J. P. Selby, Berc Rustem
Publication date: 23 May 1995
Published in: Computational Economics (Search for Journal in Brave)
Related Items (5)
A robust hedging algorithm ⋮ Robust portfolio optimization with derivative insurance guarantees ⋮ Robust optimal decisions with imprecise forecasts ⋮ Multi-period minimax hedging strategies ⋮ Robust min-max portfolio strategies for rival forecast and risk scenarios
Cites Work
This page was built for publication: Minimax hedging strategy