Trade and currency options hedging model (Q1643850): Difference between revisions

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+Hedging and the competitive firm under correlated price and background risk
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+Hedging conditional value at risk with options
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+The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk
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+Coherent Measures of Risk
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+CVaR-minimising hedging by a smoothing method
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+Differential equations connecting VaR and CVaR
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+Approximation of CVaR minimization for hedging under exponential-Lévy models
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+Estimation methods for expected shortfall
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+Construction of asymmetric multivariate copulas
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+Application of copulas to multivariate control charts
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+Copula in a multivariate mixed discrete-continuous model
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+Multivariate countermonotonicity and the minimal copulas
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+Production under uncertainty with insurance or hedging
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+Production and hedging in futures markets with multiple delivery specifications
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+Q3281461
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+The meta-elliptical distributions with given marginals
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Comparison of semiparametric and parametric methods for estimating copulas
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+Copula–Based Models for Financial Time Series
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+Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
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