Robust estimation of superhedging prices (Q2656605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of superhedging prices |
scientific article |
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Robust estimation of superhedging prices (English)
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11 March 2021
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superhedging price
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risk measures
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statistical estimation
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consistency
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robustness
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stock returns
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Wasserstein metric
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pricing-hedging duality
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empirical measure
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