Pages that link to "Item:Q4507396"

The following pages link to Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets (Q4507396):

Displaying 37 items.

• Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
• Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← 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)
• Testing composite hypotheses via convex duality (Q627299) (← links)
• Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
• Efficient frontier of utility and CVaR (Q836867) (← links)
• Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
• Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
• Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
• Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
• Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
• Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
• On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
• Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
• PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
• Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
• ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008) (← links)
• AN EQUILIBRIUM-BASED MODEL OF STOCK-PINNING (Q5297238) (← links)
• Cooperative Hedging in Incomplete Markets (Q5316799) (← 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)
• STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
• A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854) (← links)
• FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS (Q5704728) (← links)
• Hedging Equity-Linked Life Insurance Contracts (Q5718206) (← links)
• Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)