Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets (Q4507396)
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scientific article; zbMATH DE number 1519298
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| English | Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets |
scientific article; zbMATH DE number 1519298 |
Statements
Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets (English)
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18 October 2000
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expected loss
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hedging
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incomplete markets
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portfolio constraints
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dynamic measures of risk
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0.8278204202651978
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0.8246099352836609
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0.8050674796104431
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0.7992396950721741
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