VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+The Pricing of Options and Corporate Liabilities
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+A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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+Mean-variance hedging in continuous time
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+OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST
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+On Minimizing Risk in Incomplete Markets Option Pricing Models
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+SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
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+A Probability Distribution and Its Uses in Fitting Data
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+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
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+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank