On optimal partial hedging in discrete markets (Q5746723): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:12, 6 March 2024
scientific article; zbMATH DE number 6256416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal partial hedging in discrete markets |
scientific article; zbMATH DE number 6256416 |
Statements
On optimal partial hedging in discrete markets (English)
0 references
7 February 2014
0 references
arbitrage-free markets
0 references
scenario tree
0 references
dynamic programming
0 references
linear programming
0 references
quantile hedging
0 references
risk of shortfall
0 references
