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The superhedging price is a coherent risk … 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.e price for hedging the initial portfolio.
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The superhedging price is a coherent risk … 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.e price for hedging the initial portfolio.
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Superhedging price
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