Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438)

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Shortfall risk minimization versus symmetric (quadratic) hedging
scientific article

    Statements

    title
    Shortfall risk minimization versus symmetric (quadratic) hedging (English)
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    author
    Gino Favero
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    publication date
    9 March 2006
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    zbMATH Keywords
    contingent claim
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    self-financing strategy
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B70
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    93E20
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    zbMATH DE Number
    5010103
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