scientific article; zbMATH DE number 1971733
From MaRDI portal
Publication:4421380
zbMath1060.91086MaRDI QIDQ4421380
Barbara Trivellato, Wolfgang J. Runggaldier, Tiziano Vargiolu
Publication date: 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (10)
Shortfall risk minimization in a discrete regime switching model ⋮ Shortfall risk minimising strategies in the binomial model: characterisation and convergence ⋮ Optimal partial hedging in a discrete-time market as a Knapsack problem ⋮ The insider trading problem in a jump-binomial model ⋮ Partial hedging of American contingent claims in a finite discrete time model ⋮ The efficient hedging problem for American options ⋮ A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging ⋮ Dynamic risk measures under model uncertainty ⋮ Replication and shortfall risk in a binomial model with transaction costs ⋮ Dynamic mean-risk optimization in a binomial model
This page was built for publication: