Pages that link to "Item:Q816438"
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The following pages link to Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438):
Displaying 4 items.
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Replication and shortfall risk in a binomial model with transaction costs (Q1014287) (← links)
- Efficient hedging: cost versus shortfall risk (Q1584192) (← links)
- The martingale method of shortfall risk minimization in a discrete time market (Q3144058) (← links)