Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints (Q4943740)
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scientific article; zbMATH DE number 1416966
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| default for all languages | No label defined |
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| English | Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints |
scientific article; zbMATH DE number 1416966 |
Statements
Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints (English)
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19 March 2000
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hedging
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superhedging
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constrained portfolios
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stochastic control problem
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convex duality
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shortfall
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discrete time
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0.8229042887687683
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0.8043272495269775
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0.7839080691337585
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0.7838855981826782
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0.7801370024681091
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