Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex hedging of non-superreplicable claims in discrete-time market models |
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Convex hedging of non-superreplicable claims in discrete-time market models (English)
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12 June 2014
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discrete-time market model
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incomplete market
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contingent claim
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hedging
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efficient hedging
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convex measure of risk
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