The following pages link to On dynamic measure of risk (Q1979073):
Displaying 7 items.
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- The Iterated Cte (Q5715997) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
- Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)