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

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q2752899
@@ Property / cites work: Q2752899 / rank @@
+Normal rank
@@ Property / cites work @@
+Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling
+Normal rank
@@ Property / cites work @@
+Q3160493
@@ Property / cites work: Q3160493 / rank @@
+Normal rank
@@ Property / cites work @@
+Time consistent dynamic risk measures
@@ Property / cites work: Time consistent dynamic risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Measurable Selection and Dynamic Programming
@@ Property / cites work: Measurable Selection and Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Convex risk measures and the dynamics of their penalty functions
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Q3815091
@@ Property / cites work: Q3815091 / rank @@
+Normal rank
@@ Property / cites work @@
+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+Local martingales and the fundamental asset pricing theorems in the discrete-time case
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Unconstrained recursive importance sampling
@@ Property / cites work: Unconstrained recursive importance sampling / rank @@
+Normal rank
@@ Property / cites work @@
+[GLP &amp; MEMM] Pricing Models and Related Problems
@@ Property / cites work: [GLP & MEMM] Pricing Models and Related Problems / rank @@
+Normal rank
@@ Property / cites work @@
+A space quantization method for numerical integration
+Normal rank
@@ Property / cites work @@
+Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
+Normal rank
@@ Property / cites work @@
+Pricing Via Utility Maximization and Entropy
@@ Property / cites work: Pricing Via Utility Maximization and Entropy / rank @@
+Normal rank
@@ Property / cites work @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank