On a robustness of quantile hedging: Complete market's case

DOI10.1023/A:1010053300172zbMath1153.91561OpenAlexW2182373185MaRDI QIDQ1000484

Jun Sekine

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010053300172

Mathematics Subject Classification ID

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