Local Expected Shortfall-Hedging in Discrete Time

ISSN： 1382-6662

Source： European Finance Review, Vol.7, Iss.1, 2003-01, pp. : 75-102

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Option pricing and hedging with minimum local expected shortfall

By Pochart Benoit Bouchaud Jean-Philippe

Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. : 607-618

Routledge Ltd

Access to resources Recommend Favorite

Optimal hedging in discrete time

By Rémillard Bruno

Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. : 819-825

Routledge Ltd

Access to resources Recommend Favorite

Estimation of multiple period expected shortfall and median shortfall for risk management

By So Mike K. P. Wong Chi-Ming

Quantitative Finance, Vol. 12, Iss. 5, 2012-05 ,pp. : 739-754

Routledge Ltd

Access to resources Recommend Favorite

Pricing and hedging European options with discrete-time coherent risk

By Cherny Alexander

Finance and Stochastics, Vol. 11, Iss. 4, 2007-10 ,pp. : 537-569

Springer Publishing Company

Access to resources Recommend Favorite

A correction note to “Discrete time hedging errors for options with irregular payoffs”

By Gobet Emmanuel

Finance and Stochastics, Vol. 18, Iss. 2, 2014-04 ,pp. : 483-485

Springer Publishing Company

Access to resources Recommend Favorite