Robustness of shortfall risk minimising strategies in the binomial model

DOI10.1002/PAMM.200310513zbMath1354.91065OpenAlexW2007176268MaRDI QIDQ2955316

Gino Favero, Tiziano Vargiolu

Publication date: 25 January 2017

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200310513

Mathematics Subject Classification ID

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