Pages that link to "Item:Q4707095"
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The following pages link to Local Expected Shortfall-Hedging in Discrete Time * (Q4707095):
Displayed 9 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- On risk management problems related to a coherence property (Q5475313) (← links)
- MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732) (← links)