Pages that link to "Item:Q1862742"
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The following pages link to Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742):
Displaying 7 items.
- Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
