Pages that link to "Item:Q4943740"
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The following pages link to Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints (Q4943740):
Displaying 16 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
