Convex Hedging in Incomplete Markets (Q5440091)
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scientific article; zbMATH DE number 5231514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Hedging in Incomplete Markets |
scientific article; zbMATH DE number 5231514 |
Statements
Convex Hedging in Incomplete Markets (English)
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31 January 2008
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hedging
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shortfall risk
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convex risk measures
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convex duality
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generalized Neyman-Pearson Lemma
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