Pages that link to "Item:Q3623410"
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The following pages link to Coherent hedging in incomplete markets (Q3623410):
Displayed 8 items.
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← 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)
- A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- Convex Hedging in Incomplete Markets (Q5440091) (← links)