The martingale method of shortfall risk minimization in a discrete time market (Q3144058)
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scientific article; zbMATH DE number 6113301
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| English | The martingale method of shortfall risk minimization in a discrete time market |
scientific article; zbMATH DE number 6113301 |
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The martingale method of shortfall risk minimization in a discrete time market (English)
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6 December 2012
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contingent claim
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self-financing strategy
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shortfall risk minimization
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super-hedging
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0.850750207901001
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0.8399445414543152
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0.8355231881141663
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0.8281161785125732
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0.8256737589836121
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