✦ LIBER ✦

Shortfall risk minimising strategies in the binomial model: characterisation and convergence

✍ Scribed by Gino Favero; Tiziano Vargiolu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Replication and shortfall risk in a bino

✍ Barbara Trivellato 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 280 KB

Shortfall risk minimization under model

✍ Gino Favero 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 126 KB