Buyer's quantile hedge portfolios in discrete-time trading (Q5397414): Difference between revisions

@@ Property / author @@
-Mustafa Çelebi Pinar
@@ Property / author: Mustafa Çelebi Pinar / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+CONOPT
@@ Property / describes a project that uses: CONOPT / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+GAMS
@@ Property / describes a project that uses: GAMS / rank @@
+Normal rank
@@ Property / author @@
+Mustafa Çelebi Pinar
@@ Property / author: Mustafa Çelebi Pinar / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2010.538075
+Normal rank
@@ Property / OpenAlex ID @@
+W2084943447
@@ Property / OpenAlex ID: W2084943447 / rank @@
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@@ Property / cites work @@
+Lectures on Modern Convex Optimization
@@ Property / cites work: Lectures on Modern Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing American contingent claims by stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Randomized Stopping Times and American Option Pricing with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Duality and martingales: a stochastic programming perspective on contingent claims
+Normal rank
@@ Property / cites work @@
+CALIBRATED OPTION BOUNDS
@@ Property / cites work: CALIBRATED OPTION BOUNDS / rank @@
+Normal rank
@@ Property / cites work @@
+Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
+Normal rank
@@ Property / cites work @@
+Efficient hedging with coherent risk measure
@@ Property / cites work: Efficient hedging with coherent risk measure / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence of an efficient hedge for an American contingent claim within a discrete time market
+Normal rank
@@ Property / cites work @@
+Convex Hedging in Incomplete Markets
@@ Property / cites work: Convex Hedging in Incomplete Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent hedging in incomplete markets
@@ Property / cites work: Coherent hedging in incomplete markets / rank @@
+Normal rank
@@ Property / cites work @@
+Maximizing the probability of a perfect hedge
@@ Property / cites work: Maximizing the probability of a perfect hedge / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5397414