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Weighted norm inequalities and hedging in incomplete markets.

Freddy DelbaenPascale MonatWalter SchachermayerMartin SchweizerChristophe Stricker
Published in: Finance Stochastics (1997)
Keyphrases
  • financial markets
  • lp norm
  • risk management
  • objective function
  • missing data
  • noisy data
  • weighted sum
  • transaction costs
  • linear inequalities
  • neural network
  • decision making
  • multi agent
  • multi agent systems