The following pages link to (Q4421380):
Displaying 10 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Dynamic risk measures under model uncertainty (Q2511475) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- The insider trading problem in a jump-binomial model (Q6067797) (← links)
