Mathematical foundation of the replicating portfolio approach (Q4583616): Difference between revisions

@@ Property / OpenAlex ID @@
+W3123214393
@@ Property / OpenAlex ID: W3123214393 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
+Normal rank
@@ Property / cites work @@
+On the Calculation of the Solvency Capital Requirement Based on Nested Simulations
+Normal rank
@@ Property / cites work @@
+The Best Gain-Loss Ratio is a Poor Performance Measure
+Normal rank
@@ Property / cites work @@
+Replicating portfolio approach to capital calculation
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+On Choosing and Bounding Probability Metrics
@@ Property / cites work: On Choosing and Bounding Probability Metrics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4453509
@@ Property / cites work: Q4453509 / rank @@
+Normal rank
@@ Property / cites work @@
+Calmness of constraint systems with applications
@@ Property / cites work: Calmness of constraint systems with applications / rank @@
+Normal rank
@@ Property / cites work @@
+On convex risk measures on \(L^{p}\)-spaces
@@ Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical analysis of different approaches for replicating portfolios
+Normal rank
@@ Property / cites work @@
+The difference between LSMC and replicating portfolio in insurance liability modeling
+Normal rank