Pages that link to "Item:Q2488474"
From MaRDI portal
The following pages link to Satisfying convex risk limits by trading (Q2488474):
Displaying 10 items.
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Convex measures of risk and trading constraints (Q1424692) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
- Convex risk measures for good deal bounds (Q2875725) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- Understanding option prices (Q4647596) (← links)
