Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079)
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scientific article; zbMATH DE number 6303492
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| English | Convex hedging of non-superreplicable claims in discrete-time market models |
scientific article; zbMATH DE number 6303492 |
Statements
Convex hedging of non-superreplicable claims in discrete-time market models (English)
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12 June 2014
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discrete-time market model
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incomplete market
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contingent claim
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hedging
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efficient hedging
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convex measure of risk
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0.7979029417037964
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0.7919721603393555
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0.7760021686553955
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0.7722020745277405
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0.7664874196052551
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