Crossmark

Quantile Hedging in a semi-static market with model uncertainty

Crossref DOI link: https://doi.org/10.1007/s00186-017-0616-y

Published Online: 2017-10-07

Published Print: 2018-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bayraktar, Erhan https://orcid.org/0000-0002-1926-4570
Wang, Gu
Funding

Funding for this research was provided by:

National Science Foundation (DMS-1613170)
License Information

Text and Data Mining valid from 2017-10-07

Version of Record valid from 2017-10-07
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Article History

Received: 4 August 2016

Accepted: 27 September 2017

First Online: 7 October 2017