Pages that link to "Item:Q1396988"
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The following pages link to Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches (Q1396988):
Displayed 3 items.
- Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)