Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2058098030
@@ Property / OpenAlex ID: W2058098030 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5101
@@ Property / arXiv ID: 0910.5101 / rank @@
+Normal rank
@@ Property / cites work @@
+Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches
+Normal rank
@@ Property / cites work @@
+Shortfall risk minimising strategies in the binomial model: characterisation and convergence
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient hedging: cost versus shortfall risk
@@ Property / cites work: Efficient hedging: cost versus shortfall risk / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Discrete search and the Neyman-Pearson lemma
@@ Property / cites work: Discrete search and the Neyman-Pearson lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Q3993418
@@ Property / cites work: Q3993418 / rank @@
+Normal rank
@@ Property / cites work @@
+New trends in exact algorithms for the \(0-1\) knapsack problem
+Normal rank
@@ Property / cites work @@
+Q4421380
@@ Property / cites work: Q4421380 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit solutions for shortfall risk minimization in multinomial models.
+Normal rank