Pages that link to "Item:Q5397414"
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The following pages link to Buyer's quantile hedge portfolios in discrete-time trading (Q5397414):
Displaying 6 items.
- The modified sequential hedging strategy: hedger's loss distribution (Q276151) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- A backward dual representation for the quantile hedging of Bermudan options (Q2808185) (← links)
- Quantile hedging for an insider (Q3003680) (← links)
- Quantile hedging for basket derivatives (Q3113660) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)