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Superhedging price

Known as: Subhedging price, Super-hedging price 
The superhedging price is a coherent risk measure. The superhedging price of a portfolio (A) is equivalent to the smallest amount necessary to be… Expand
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2019
2019
This paper proposes an integrated pricing framework for Credit Value Adjustment of equity and commodity products. The given… Expand
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2013
2013
This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and… Expand
Highly Cited
2012
Highly Cited
2012
Fluctuating wind production over short time periods is balanced by adjusting generation from thermal plants to meet demand… Expand
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Highly Cited
2005
Highly Cited
2005
For autonomous helicopter flight, it is common to separate the flight control problem into an inner loop that controls attitude… Expand
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2005
2005
A method of preparing generally amorphous copolymers of ethylene and at least one norbornene (NB)-type comonomer. These polymers… Expand
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Review
2005
Review
2005
List of AcronymsAMM ASEAN Ministerial MeetingAPEC Asia-Pacific Economic CooperationARF ASEAN Regional ForumASEAN Association of… Expand
2003
2003
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asset. Due to the dependence… Expand
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2003
2003
It is often presumed that higher market volatility begets more active trading in derivatives markets. A number of empirical… Expand
Highly Cited
1999
Highly Cited
1999
Abstract. We consider the mean-variance hedging problem when asset prices follow Itô processes in an incomplete market framework… Expand
Highly Cited
1997
Highly Cited
1997
We explore the pricing of Asian options by numerically solving the the associated partial di erential equations We demonstrate… Expand