A Framework for Dynamic Hedging under Convex Risk Measures (Q2904890)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Framework for Dynamic Hedging under Convex Risk Measures |
scientific article |
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A Framework for Dynamic Hedging under Convex Risk Measures (English)
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24 August 2012
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hedging
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convex risk measures
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shortfall risk
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