Optimal hedging strategies in equity-linked products (Q724551): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2018.05.044 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2807958121 / rank | |||
Normal rank |
Revision as of 19:04, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal hedging strategies in equity-linked products |
scientific article |
Statements
Optimal hedging strategies in equity-linked products (English)
0 references
26 July 2018
0 references
equity-linked products with guarantees
0 references
hedging of liabilities
0 references
optimal stopping
0 references