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Weighted norm inequalities and hedging in incomplete markets.
Freddy Delbaen
Pascale Monat
Walter Schachermayer
Martin Schweizer
Christophe Stricker
Published in:
Finance Stochastics (1997)
Keyphrases
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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