Superhedging price
id:
superhedging-price-311-10468752
title:
Superhedging price
text:
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 for an admissible portfolio (B) at the current time so that at some specified future time the value of B is at least as great as A. In a complete market the superhedging price is equivalent to the price for hedging the initial portfolio.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Superhedging_price
date created:
date modified:
2022-02-22T16:29:49Z
main entity:
{"identifier":"Q7643413","url":"https://www.wikidata.org/entity/Q7643413"}
image:
fields total:
13
integrity:
13