A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of : Applications in portfolio insurance-Reference-Cited by-同舟云学术

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A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of : Applications in portfolio insurance

Published:2009-10 Issue:3 Volume:215 Page:961-972
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Katsikis Vasilios N.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference12 articles.

1. Lattice-subspaces and positive projections;Abramovich;Proc. Roy. Ir. Acad.,1994

2. Incomplete derivative markets and portfolio insurance;Aliprantis;Cowles Foundation Discussion Paper,1997

3. Minimum-cost portfolio insurance;Aliprantis;J. Econ. Dyn. Control,2000

4. The cheapest hedge;Aliprantis;J. Math. Econ.,2002

5. The Quickhull algorithm for convex hulls;Barber;ACM Trans. Math. Softw.,1996

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