A framework for dynamic hedging under convex risk measures (Q2904890)
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scientific article; zbMATH DE number 6071125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A framework for dynamic hedging under convex risk measures |
scientific article; zbMATH DE number 6071125 |
Statements
A Framework for Dynamic Hedging under Convex Risk Measures (English)
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24 August 2012
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hedging
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convex risk measures
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shortfall risk
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0.8730595111846924
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0.8405992984771729
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0.8404460549354553
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0.839816153049469
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0.8397665619850159
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