Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6518537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Duality in a Problem of Static Partial Hedging under Convex Constraints |
scientific article; zbMATH DE number 6518537 |
Statements
Duality in a Problem of Static Partial Hedging under Convex Constraints (English)
0 references
9 December 2015
0 references
convex duality
0 references
real-valued convex risk measures
0 references
robust loss functionals
0 references
static hedging
0 references
0 references
0 references
0.9233615
0 references
0.9084173
0 references
0.89759624
0 references
0.8965914
0 references
0.89274824
0 references
0.8893373
0 references
0.88826233
0 references
0.8864276
0 references
0 references
