Minimization of shortfall risk in a jump-diffusion model (Q2568328): Difference between revisions

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+Point processes and queues. Martingale dynamics
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+Normal rank
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+Efficient hedging: cost versus shortfall risk
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+Optimal portfolio for a small investor in a market model with discontinuous prices
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+Q4368791
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+Normal rank
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+Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
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+Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints
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