Dynamic hedging of conditional value-at-risk (Q2444719): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1776031 |
||
| Property / author | |||
| Property / author: Alexander V. Melnikov / rank | |||
Revision as of 14:35, 29 February 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)
0 references
10 April 2014
0 references
conditional value-at-risk
0 references
dynamic hedging
0 references
stochastic modeling
0 references
quantile hedging
0 references
unit-linked contracts
0 references
