Pages that link to "Item:Q2955316"
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The following pages link to Robustness of shortfall risk minimising strategies in the binomial model (Q2955316):
Displaying 6 items.
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches (Q1396988) (← links)
- Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
