Pages that link to "Item:Q4457073"
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The following pages link to Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints (Q4457073):
Displayed 16 items.
- 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)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
- Coherent hedging in incomplete markets (Q3623410) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← 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)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)