Local Expected Shortfall-Hedging in Discrete Time * (Q4707095)
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scientific article; zbMATH DE number 1925067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Expected Shortfall-Hedging in Discrete Time * |
scientific article; zbMATH DE number 1925067 |
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Local Expected Shortfall-Hedging in Discrete Time * (English)
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9 June 2003
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hedging
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self-financing strategies
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superhedging
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myopic hedging strategies
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expected shortfall
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coherent risk measures
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