Pages that link to "Item:Q1584192"

The following pages link to Efficient hedging: cost versus shortfall risk (Q1584192):

Displaying 50 items.

• Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Capturing parameter risk with convex risk measures (Q362040) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
• Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
• The efficient hedging problem for American options (Q483722) (← links)
• A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
• Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
• Hedging under multiple risk constraints (Q522054) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
• Testing composite hypotheses via convex duality (Q627299) (← links)
• Convex analysis in financial mathematics (Q654112) (← links)
• Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
• Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
• Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
• Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
• Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• Binomial approximations of shortfall risk for game options (Q957516) (← links)
• Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
• Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
• A risk reserve model for hedging in incomplete markets (Q975891) (← links)
• Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
• Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
• On a robustness of quantile hedging: Complete market's case (Q1000484) (← links)
• Methods of partial hedging (Q1012315) (← links)
• Insuring against the shortfall risk associated with real options (Q1417725) (← links)
• Partial super-hedging of derivatives with model risk (Q1684775) (← links)
• Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
• The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• Expected shortfall and optimal hedging payoff (Q1747394) (← links)
• Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
• Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
• Efficient hedging with coherent risk measure (Q1827093) (← links)
• Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
• Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
• On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Quantile hedging (Q1966379) (← links)