On infinite-horizon minimum-cost hedging under cone constraints
Authors: | Huang, Kevin |
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Institutions: | Department of Applied Economics, Utah State University |
Subject: | Infinite horizon | minimum-cost hedging | cone constraints |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2000-22 21 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G10 - General Financial Markets. General ; G20 - Financial Institutions and Services. General |
Source: |
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