Pages that link to "Item:Q2463721"
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The following pages link to Pricing and hedging European options with discrete-time coherent risk (Q2463721):
Displayed 6 items.
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)