//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Incomplete market"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Xu, Mingxin"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Incomplete market
conditional value-at-risk
4
mean-CVaR portfolio optimization
3
risk minimization
3
Hedging
2
Jump diffusion
2
Neyman-Pearson problem
2
Neyman–Pearson problem
2
Optimal stopping
2
Poisson arrivals
2
Primary: 60G40
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Search problem
2
Secondary: 60G35
2
Theorie
2
Theory
2
Unvollkommener Markt
2
Average Value at Risk
1
Average value-at-risk
1
Coherent Risk Measure
1
Coherent risk measure
1
Conditional Value-at-Risk
1
Convex Measure of Risk
1
Convex measure of risk
1
Derivat
1
Derivative
1
Derivative pricing
1
Dynamic Shortfall Risk
1
Dynamic shortfall risk
1
Incomplete Markets
1
Incomplete markets
1
Joint Venture
1
Joint venture
1
K means clustering
1
Martingal
1
Martingale
1
Mathematical programming
1
more ...
less ...
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Thesis
1
Language
All
English
2
Author
All
Xu, Mingxin
2
Published in...
All
Annals of finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimizing shortfall risk using duality approach : an application to partial hedging in incomplete markets
Xu, Mingxin
-
2004
Persistent link: https://www.econbiz.de/10003777161
Saved in:
2
Risk measure pricing and hedging in incomplete markets
Xu, Mingxin
- In:
Annals of finance
2
(
2006
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003229733
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->