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Indifference pricing for contingent claims : large deviations effects
Robertson, Scott, (2018)
Hedging (co)variance risk with variance swaps
Fonseca, José da, (2011)
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J., (2014)
Excess invariance and shortfall risk measures
Staum, Jeremy, (2013)
Incomplete markets
Staum, Jeremy, (2008)
Nonnegative risk components
Staum, Jeremy, (2015)