NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"pathwise comparison theorem"" "subject:"patchwise comparison theorem""

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Dynamic Hedging: CVaR Minimization and Path-Wise Comparison

Smirnov, Ivan Unknown Date
No description available.
conditional value-at-risk
dynamic hedging
stochastic modelling
path-wise comparison theorem
Neyman-Pearson lemma

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