مرکز منطقه ای اطلاع رساني علوم و فناوري - On infinite-horizon minimum-cost hedging under cone constraints

Title of article :

On infinite-horizon minimum-cost hedging under cone constraints

Author/Authors :

Kevin X. D. Huang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

283

To page :

301

Keywords :

Minimum-cost hedging , In#nite horizon , Cone constraints

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2002

Journal title :

Journal of Economic Dynamics and Control

Record number :

238286

Link To Document :