The following pages link to Gino Favero (Q816437):
Displayed 8 items.
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches (Q1396988) (← links)
- A robustness result for stochastic control (Q1603797) (← links)
- Robustness of shortfall risk minimising strategies in the binomial model (Q2955316) (← links)
- From Benchmarks to Generalised Expectations (Q3064533) (← links)
- (Q3176722) (← links)
- (Q4214872) (← links)