Pages that link to "Item:Q1578595"
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The following pages link to Maximizing the probability of a perfect hedge (Q1578595):
Displayed 11 items.
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS (Q3523575) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)