On optimal partial hedging in discrete markets (Q5746723): Difference between revisions
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Revision as of 20:33, 19 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)
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7 February 2014
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arbitrage-free markets
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scenario tree
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dynamic programming
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linear programming
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quantile hedging
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risk of shortfall
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