Blar i Articles (FIN) på forfatter "Schenk-Hoppé, Klaus Reiner"
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Hedging without sweat: a genetic programming approach
Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (Journal article; Peer reviewed, 2013-06-26)Hedging in the presence of transaction costs leads to complex optimization problems. These problems typically lack closed-form solutions, and their implementation relies on numerical methods that provide hedging strategies ...