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A Framework for Dynamic Hedging under Convex Risk Measures - MaRDI portal

A Framework for Dynamic Hedging under Convex Risk Measures (Q2904890)

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A Framework for Dynamic Hedging under Convex Risk Measures
scientific article

    Statements

    title
    A Framework for Dynamic Hedging under Convex Risk Measures (English)
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    author
    Antoine Toussaint
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    Ronnie Sircar
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    publication date
    24 August 2012
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    zbMATH Keywords
    hedging
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    convex risk measures
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    shortfall risk
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    Identifiers

    zbMATH DE Number
    6071125
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    OpenAlex ID
    W2100167075
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