Pages that link to "Item:Q1827093"

The following pages link to Efficient hedging with coherent risk measure (Q1827093):

Displaying 34 items.

• Natural risk measures (Q317544) (← links)
• The efficient hedging problem for American options (Q483722) (← links)
• Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
• Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
• Risk management under a prudential policy (Q894207) (← links)
• Minimizing measures of risk by saddle point conditions (Q984899) (← links)
• Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
• Sequential arbitrage measurements and interest rate envelopes (Q1014010) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
• Extending pricing rules with general risk functions (Q1044131) (← links)
• On the worst conditional expectation. (Q1413175) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• Vector risk functions (Q1762365) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Characterization of positive homogeneity for the principle of equivalent utility (Q2144424) (← links)
• Designing sound deposit insurances (Q2402397) (← links)
• Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
• Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
• Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
• Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
• EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
• Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
• Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
• Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
• Coherent hedging in incomplete markets (Q3623410) (← links)
• Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
• Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
• On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
• Convex Hedging in Incomplete Markets (Q5440091) (← links)
• Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)