Pages that link to "Item:Q5440091"

The following pages link to Convex Hedging in Incomplete Markets (Q5440091):

Displaying 27 items.

• Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
• Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
• Testing composite hypotheses via convex duality (Q627299) (← links)
• Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
• Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
• Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
• Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
• Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
• Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
• Claim hedging in an incomplete market (Q2574490) (← links)
• A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
• EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
• Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
• Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
• Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (Q3635008) (← links)
• Semimartingales and Hedging in Incomplete Markets (Q4007635) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• Dynamic hedging in incomplete markets using risk measures (Q5065594) (← links)
• Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
• Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
• (Q5457450) (← links)
• The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)