Dynamic hedging in incomplete markets using risk measures (Q5065594)
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scientific article; zbMATH DE number 7495794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging in incomplete markets using risk measures |
scientific article; zbMATH DE number 7495794 |
Statements
Dynamic hedging in incomplete markets using risk measures (English)
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22 March 2022
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partial hedging
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local risk-minimizing strategies
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stochastic dynamic programming
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linear programming
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parametric linear programming
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risk measures
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