Coherent hedging in incomplete markets (Q3623410): Difference between revisions

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+https://doi.org/10.1080/14697680802169787
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+W2032466002
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Variational methods in convex analysis
@@ Property / cites work: Variational methods in convex analysis / rank @@
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+Generalized Neyman-Pearson lemma via convex duality.
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+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
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+Efficient hedging: cost versus shortfall risk
@@ Property / cites work: Efficient hedging: cost versus shortfall risk / rank @@
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+Barrelledness in topological and ordered vector spaces
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+Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
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+Efficient hedging with coherent risk measure
@@ Property / cites work: Efficient hedging with coherent risk measure / rank @@
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+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
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