Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints (Q4943740): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:09, 5 March 2024
scientific article; zbMATH DE number 1416966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints |
scientific article; zbMATH DE number 1416966 |
Statements
Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints (English)
0 references
19 March 2000
0 references
hedging
0 references
superhedging
0 references
constrained portfolios
0 references
stochastic control problem
0 references
convex duality
0 references
shortfall
0 references
discrete time
0 references
