Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality in a Problem of Static Partial Hedging under Convex Constraints |
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Duality in a Problem of Static Partial Hedging under Convex Constraints (English)
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9 December 2015
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convex duality
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real-valued convex risk measures
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robust loss functionals
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static hedging
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