Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives - Dirichlet eigenvalue - Document - PDFSEARCH.IO

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	Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives Add to Reading List Document Date: 2015-02-03 04:58:30 Open Document File Size: 38,80 KB Share Result on Facebook Currency USD / / Facility Hong Kong Polytechnic University / University Let / / Organization Hong Kong Polytechnic University / Hua Chen Department of Mathematics Wuhan University Let / Hong Kong Polytechnic University Department of Applied Mathematics Colloquium Lower / / SocialTag Partial differential equations Mathematics Spectral theory Degeneracy Dirichlet eigenvalue Elliptic operator Elliptic boundary value problem Calculus Mathematical analysis Differential operators

Minimizing CVaR, and Hedging Issues, for a Portfolio of DerivativesAdd to Reading List