Pages that link to "Item:Q857947"
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The following pages link to Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947):
Displaying 10 items.
- Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches (Q1396988) (← links)
- Insuring against the shortfall risk associated with real options (Q1417725) (← links)
- Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
- Robustness of shortfall risk minimising strategies in the binomial model (Q2955316) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
