Shortfall Risk Minimization in Discrete Time Financial Market Models (Q2940764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall Risk Minimization in Discrete Time Financial Market Models |
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Shortfall Risk Minimization in Discrete Time Financial Market Models (English)
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20 January 2015
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shortfall risk measures
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risk minimization
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dynamic programming principle
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stochastic approximation algorithm
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vector quantization
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Monte Carlo simulation
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