Coherent hedging in incomplete markets (Q3623410): Difference between revisions
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Revision as of 13:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent hedging in incomplete markets |
scientific article |
Statements
Coherent hedging in incomplete markets (English)
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20 April 2009
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hedging
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shortfall risk
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coherent risk measures
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convex duality
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generalized Neyman-Pearson lemma
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