Partial hedging and cash requirements in discrete time (Q5001180)
From MaRDI portal
scientific article; zbMATH DE number 7372441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial hedging and cash requirements in discrete time |
scientific article; zbMATH DE number 7372441 |
Statements
Partial hedging and cash requirements in discrete time (English)
0 references
16 July 2021
0 references
quantile hedging
0 references
stochastic optimal control
0 references
dynamic programming
0 references
utility indifference pricing
0 references
expected shortfall
0 references
0 references
0 references
