The following pages link to Minimum-cost portfolio insurance (Q1583151):
Displayed 11 items.
- A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance (Q734849) (← links)
- Production equilibria (Q854957) (← links)
- Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance (Q929435) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Non-marketed options, non-existence of equilibria, and nonlinear prices. (Q1427492) (← links)
- On infinite-horizon minimum-cost hedging under cone constraints (Q1853196) (← links)
- The cheapest hedge. (Q1864980) (← links)
- Computational methods in portfolio insurance (Q2381283) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- Minimal lattice-subspaces (Q4257579) (← links)
- Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)