Dynamic hedging of conditional value-at-risk (Q2444719): Difference between revisions
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Revision as of 08:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging of conditional value-at-risk |
scientific article |
Statements
Dynamic hedging of conditional value-at-risk (English)
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10 April 2014
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conditional value-at-risk
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dynamic hedging
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stochastic modeling
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quantile hedging
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unit-linked contracts
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