Pages that link to "Item:Q2788694"
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The following pages link to CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694):
Displaying 10 items.
- Multi-level stochastic approximation algorithms (Q292915) (← links)
- Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
- Expected shortfall and optimal hedging payoff (Q1747394) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Stochastic quasi-gradient techniques in VaR-based ALM models (Q2740085) (← links)
- CVaR-minimising hedging by a smoothing method (Q4638512) (← links)
- Stochastic approximation schemes for economic capital and risk margin computations (Q4967869) (← links)
- Quantization dimensions of compactly supported probability measures via Rényi dimensions (Q6112884) (← links)
- Random distortion risk measures (Q6543148) (← links)