Market price-based convex risk measures: a distribution-free optimization approach (Q435754): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market price-based convex risk measures: a distribution-free optimization approach |
scientific article |
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Market price-based convex risk measures: a distribution-free optimization approach (English)
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12 July 2012
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convex risk measures
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model uncertainty
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derivative pricing
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semi-infinite programming
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semidefinite programming
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