Convex Hedging in Incomplete Markets
Year of publication: |
2007
|
---|---|
Authors: | Rudloff, Birgit |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 14.2007, 5, p. 437-452
|
Publisher: |
Taylor & Francis Journals |
Subject: | hedging | shortfall risk | convex risk measures | convex duality | generalized Neyman-Pearson lemma |
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