Quantile hedging in a defaultable market with life insurance applications (Q4990512): Difference between revisions

@@ Property / author @@
+Alexander V. Melnikov
@@ Property / author: Alexander V. Melnikov / 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/10.1080/03461238.2020.1830846
+Normal rank
@@ Property / OpenAlex ID @@
+W3093518880
@@ Property / OpenAlex ID: W3093518880 / rank @@
+Normal rank
@@ Property / cites work @@
+PDE approach to valuation and hedging of credit derivatives
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
+Normal rank
@@ Property / cites work @@
+Q4936390
@@ Property / cites work: Q4936390 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
@@ Property / cites work: PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging of equity-linked life insurance policies
+Normal rank
@@ Property / cites work @@
+Q4978471
@@ Property / cites work: Q4978471 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging and its application to life insurance
+Normal rank
@@ Property / cites work @@
+Quantile hedging on equity-linked life insurance contracts with transaction costs
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Partial hedging for defaultable claims
@@ Property / cites work: Partial hedging for defaultable claims / rank @@
+Normal rank
@@ Property / cites work @@
+Q2742565
@@ Property / cites work: Q2742565 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging for guaranteed minimum death benefits
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4990512