Optimal partial hedging using coherent measure of risk (Q3104064)
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scientific article; zbMATH DE number 5989751
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| English | Optimal partial hedging using coherent measure of risk |
scientific article; zbMATH DE number 5989751 |
Statements
19 December 2011
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coherent risk measure
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optimal hedging
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incomplete markets
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Neyman-Pearson lemma
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0.8553868532180786
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0.8532943725585938
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0.8335548639297485
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0.8303155303001404
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0.8281432390213013
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