Pages that link to "Item:Q1578595"

The following pages link to Maximizing the probability of a perfect hedge (Q1578595):

Displaying 27 items.

• Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
• Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
• The hurdle-race problem. (Q1423369) (← links)
• Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
• Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
• The design of equity-indexed annuities (Q2518533) (← links)
• Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
• Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• Maximizing the Probability of a Perfect Hedge in the Case of Stochastic Interest Rate (Q3104339) (← links)
• MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS (Q3523575) (← links)
• Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• Partial hedging and cash requirements in discrete time (Q5001180) (← links)
• Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
• Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
• PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
• On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)