Quantile hedging in a semi-static market with model uncertainty (Q1750394)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile hedging in a semi-static market with model uncertainty |
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Quantile hedging in a semi-static market with model uncertainty (English)
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18 May 2018
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quantile hedging
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model uncertainty
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semi-static hedging
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Neyman-Pearson lemma
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