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Revision as of 23:54, 5 March 2024

scientific article; zbMATH DE number 7591709
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English
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints
scientific article; zbMATH DE number 7591709

    Statements

    Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (English)
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    23 September 2022
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    SSD-minimal
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    stochastic dominance
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    Skorokhod lemma
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    complete market
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    risk minimizing
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