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scientific article; zbMATH DE number 1948538

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Publication:4412144
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zbMath1032.91066MaRDI QIDQ4412144

Michael Kirch

Publication date: 13 July 2003

Full work available at URL: http://dochost.rz.hu-berlin.de/dissertationen/kirch-michael-2002-01-07/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

contingent claiminvestorworst-case modelmaximin-optimal testrobust-efficient strategystatistical testing problemworst-case pricing rule


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (8)

On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. ⋮ Cooperative Hedging in Incomplete Markets ⋮ Unnamed Item ⋮ Cooperative hedging in the complete market under \(g\)-expectation constraint ⋮ COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS ⋮ Risk measure pricing and hedging in incomplete markets ⋮ Cooperative hedging with a higher interest rate for borrowing ⋮ EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA




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