Pages that link to "Item:Q3144058"
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The following pages link to The martingale method of shortfall risk minimization in a discrete time market (Q3144058):
Displaying 7 items.
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
- Martingale measures and hedging for discrete-time financial markets (Q2757607) (← links)
- Long-Term Risk: A Martingale Approach (Q4612496) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures (Q5696313) (← links)