Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511): Difference between revisions

@@ Property / author @@
-Yu-Min Wang
@@ Property / author: Yu-Min Wang / rank @@
-Normal rank
@@ Property / author @@
-G. George Yin
@@ Property / author: G. George Yin / rank @@
-Normal rank
@@ Property / author @@
+Yu-Min Wang
@@ Property / author: Yu-Min Wang / rank @@
+Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362994.2012.704844
+Normal rank
@@ Property / OpenAlex ID @@
+W2005106379
@@ Property / OpenAlex ID: W2005106379 / rank @@
+Normal rank
@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+Q3129751
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+Dynamic programming and mean-variance hedging
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+On the Mean-Variance Hedging Problem
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+Quantile hedging for guaranteed minimum death benefits
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@@ links / mardi / name / links / mardi / name @@
+Publication:4648511