Pages that link to "Item:Q1000484"
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The following pages link to On a robustness of quantile hedging: Complete market's case (Q1000484):
Displaying 7 items.
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Quantile hedging (Q1966379) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (Q3086113) (← links)
- Large losses–-probability minimizing approach (Q4829417) (← links)