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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Superhedging price ： ウィキペディア英語版 Superhedging 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 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. ==Mathematical definition== If the set of equivalent martingale measures is denoted by EMM then the superhedging price of a portfolio ''X'' is $\backslash rho(-X)$ where $\backslash rho$ is defined by : $\backslash rho(X)\; =\; \backslash sup\_^Q()$. $\backslash rho$ defined as above is a coherent risk measure. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Superhedging price」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.