Pages that link to "Item:Q1584192"
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The following pages link to Efficient hedging: cost versus shortfall risk (Q1584192):
Displaying 50 items.
- On dynamic measure of risk (Q1979073) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- Hedging conditional value at risk with options (Q2630117) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- A backward dual representation for the quantile hedging of Bermudan options (Q2808185) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- On financial markets based on telegraph processes (Q3498586) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- Coherent hedging in incomplete markets (Q3623410) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
- Quantile hedging on markets with proportional transaction costs (Q4425015) (← links)
- On stochastic optimal control for stock price volatility (Q4457586) (← links)
- Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Performance of utility-based strategies for hedging basis risk (Q4610231) (← links)
- Hedging European and Barrier options using stochastic optimization (Q4610264) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- Large losses–-probability minimizing approach (Q4829417) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
- Analytical results for<font><i>IGFR</i></font>and<font><i>DRPFR</i></font>distributions, with actuarial applications (Q5022766) (← links)
