Definition of Superhedging. Meaning of Superhedging. Synonyms of Superhedging

- The superhedging price is a coherent risk measure. The superhedging price of a portfolio (A) is equivalent to the smallest amount necessary to be paid...
- prices. In incomplete markets, the bounds are given by the subhedging and superhedging prices. The essence of no-arbitrage in mathematical finance is excluding...
- which is not coherent. It is related to the exponential utility. The superhedging price is a coherent risk measure. In a situation with R d {\displaystyle...
- measure Coherent risk measure Discounted maximum loss Expected shortfall Superhedging price Spectral risk measure Deviation risk measure Standard deviation...
- {dQ}{dP}}|{\mathcal {F}}_{j-1}\right]\forall j=1,...,T\right\}} . The dynamic superhedging price is a time consistent risk measure. The dynamic entropic risk measure...
- \rho _{t}(Y)\;\forall X,Y\in L^{0}({\mathcal {F}}_{T})} . The dynamic superhedging price involves conditional risk measures of the form ρ t ( − X ) = *...
- (finance) Inflation hedge List of finance topics Option (finance) Spread Superhedging price Texas hedge Accounting related: IAS 39 FASB 133 Cash flow hedge...
- is a set-valued risk measure. The acceptance set ****ociated with the superhedging price is the negative of the set of values of a self-financing portfolio...
- for her work on the robustness of the Black-Scholes hedging strategy, superhedging of contingent claims and the change of numéraire method for option pricing...
- at risk Drawdown Tail conditional expectation Entropic risk measure Superhedging price Expectile Variance (or standard deviation) is not a risk measure...