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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST
+Normal rank
@@ Property / cites work @@
+On Minimizing Risk in Incomplete Markets Option Pricing Models
+Normal rank
@@ Property / cites work @@
+SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
+Normal rank
@@ Property / cites work @@
+A Probability Distribution and Its Uses in Fitting Data
+Normal rank
@@ Property / cites work @@
+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3022047