Quantile hedging on markets with proportional transaction costs (Q4425015)
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scientific article; zbMATH DE number 1978396
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantile hedging on markets with proportional transaction costs |
scientific article; zbMATH DE number 1978396 |
Statements
Quantile hedging on markets with proportional transaction costs (English)
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9 September 2003
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quantile hedging
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shortfall risk
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transaction costs
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risk measures
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0.8602462410926819
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0.8513454794883728
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0.8412696123123169
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0.8349260687828064
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