Vector majorization and a robust option replacement trading strategy
From MaRDI portal
Publication:931422
DOI10.1007/s11228-008-0079-7zbMath1151.91554MaRDI QIDQ931422
Publication date: 25 June 2008
Published in: Set-Valued Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-008-0079-7
90C90: Applications of mathematical programming
52A41: Convex functions and convex programs in convex geometry
91G10: Portfolio theory
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