Coherent hedging in incomplete markets
Year of publication: |
2009
|
---|---|
Authors: | Rudloff, Birgit |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 2, p. 197-206
|
Publisher: |
Taylor & Francis Journals |
Subject: | Hedging | Shortfall risk | Coherent risk measures | Convex duality | Generalized Neyman-Pearson lemma |
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