Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall risk minimising strategies in the binomial model: characterisation and convergence |
scientific article |
Statements
Shortfall risk minimising strategies in the binomial model: characterisation and convergence (English)
0 references
5 January 2007
0 references
shortfall risk minimization
0 references
binomial model
0 references
dynamic programming algorithm
0 references
robustness
0 references
0 references
