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Convex measures of risk and trading constraints |
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| Authors: | Hans Föllmer Alexander Schied |
| Institution: | 1.Institut für Mathematik, Humboldt-Universit?t, Unter den Linden 6, 10099 Berlin, Germany (e-mail: {foellmer,schied}@mathematik.hu-berlin.de) ,DE |
| Abstract: | |
| Keywords: | : Risk measure convex measure of risk shortfall trading constraints efficient hedging |
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