Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10203-005-0051-Z / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10203-005-0051-Z / rank | |||
Normal rank | |||
Latest revision as of 03:56, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall risk minimization versus symmetric (quadratic) hedging |
scientific article |
Statements
Shortfall risk minimization versus symmetric (quadratic) hedging (English)
0 references
9 March 2006
0 references
contingent claim
0 references
self-financing strategy
0 references
