A Framework for Dynamic Hedging under Convex Risk Measures (Q2904890): Difference between revisions

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Latest revision as of 21:01, 19 March 2024

scientific article
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A Framework for Dynamic Hedging under Convex Risk Measures
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    A Framework for Dynamic Hedging under Convex Risk Measures (English)
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    24 August 2012
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    hedging
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    convex risk measures
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    shortfall risk
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