Coherent hedging in incomplete markets (Q3623410)

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Coherent hedging in incomplete markets
scientific article

    Statements

    title
    Coherent hedging in incomplete markets (English)
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    author
    Birgit Rudloff
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    publication date
    20 April 2009
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    5544779
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    OpenAlex ID
    W2032466002
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