Partial hedging and cash requirements in discrete time (Q5001180)
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scientific article; zbMATH DE number 7372441
Language | Label | Description | Also known as |
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English | Partial hedging and cash requirements in discrete time |
scientific article; zbMATH DE number 7372441 |
Statements
Partial hedging and cash requirements in discrete time (English)
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16 July 2021
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quantile hedging
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stochastic optimal control
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dynamic programming
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utility indifference pricing
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expected shortfall
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