Pages that link to "Item:Q1747394"
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The following pages link to Expected shortfall and optimal hedging payoff (Q1747394):
Displaying 5 items.
- Best bounds for expected financial payoffs. I: Algorithmic evaluation (Q1372064) (← links)
- Efficient hedging: cost versus shortfall risk (Q1584192) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- An optimal combination of risk-return and naive hedging (Q2517099) (← links)
- Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146) (← links)