Pages that link to "Item:Q3069959"
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The following pages link to EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959):
Displaying 7 items.
- Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)
- A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← 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)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- (Q4718251) (← links)