Stochastic orders to approach investments in condor financial derivatives
نویسندگان
چکیده
منابع مشابه
Stochastic orders and their applications in financial optimization
Stochastic orders and inequalities are very useful tools in various areas of economics and finance. The purpose of this paper is to describe main results obtained so far by using the idea of stochastic orders in financial optimization. Especially, the emphasis is placed on the demand and shift effect problems in portfolio selection. Some other examples, which are not related directly to optimiz...
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ژورنال
عنوان ژورنال: TEST
سال: 2017
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-017-0537-3