Pages that link to "Item:Q1827093"
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The following pages link to Efficient hedging with coherent risk measure (Q1827093):
Displayed 34 items.
- Natural risk measures (Q317544) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Sequential arbitrage measurements and interest rate envelopes (Q1014010) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Vector risk functions (Q1762365) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Characterization of positive homogeneity for the principle of equivalent utility (Q2144424) (← links)
- Designing sound deposit insurances (Q2402397) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Coherent hedging in incomplete markets (Q3623410) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- Convex Hedging in Incomplete Markets (Q5440091) (← links)
- Actuarial pricing with financial methods (Q6156013) (← links)