"Quantile Hedging in a semi-static market with model uncertainty."

Erhan Bayraktar, Gu Wang (2018)

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DOI: 10.1007/S00186-017-0616-Y

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type: Journal Article

metadata version: 2022-10-02

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Erhan Bayraktar, Gu Wang:
Quantile Hedging in a semi-static market with model uncertainty. Math. Methods Oper. Res. 87(2): 197-227 (2018)

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