The martingale method of shortfall risk minimization in a discrete time market (Q3144058)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The martingale method of shortfall risk minimization in a discrete time market |
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The martingale method of shortfall risk minimization in a discrete time market (English)
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6 December 2012
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contingent claim
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self-financing strategy
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shortfall risk minimization
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super-hedging
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