Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947)
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scientific article; zbMATH DE number 5082018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall risk minimising strategies in the binomial model: characterisation and convergence |
scientific article; zbMATH DE number 5082018 |
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Shortfall risk minimising strategies in the binomial model: characterisation and convergence (English)
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5 January 2007
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shortfall risk minimization
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binomial model
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dynamic programming algorithm
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robustness
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