Title of article

A robust hedging algorithm

Author/Authors

M. A. Howe، نويسنده , , B. Rustem، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1997

Pages

28

From page

1065

To page

1092

Keywords

Minimax , finance , Hedging , Nonsmooth optimization , Transaction costs

Journal title

Journal of Economic Dynamics and Control

Serial Year

1997

Journal title

Journal of Economic Dynamics and Control

Record number

237462