CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694): Difference between revisions

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+Coherent Measures of Risk
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+Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling
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+Time consistent dynamic risk measures
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+Measurable Selection and Dynamic Programming
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+Quantile hedging
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+Convex risk measures and the dynamics of their penalty functions
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+Convex measures of risk and trading constraints
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Local martingales and the fundamental asset pricing theorems in the discrete-time case
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Unconstrained recursive importance sampling
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+[GLP &amp; MEMM] Pricing Models and Related Problems
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+A space quantization method for numerical integration
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+Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
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+Pricing Via Utility Maximization and Entropy
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+Option hedging for semimartingales
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+On a time consistency concept in risk averse multistage stochastic programming
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