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- to risk-minimization 2014-05-16 Paper Local risk-minimization for defaultable claims with recovery process 2012-08-01 Paper LOCAL RISK MINIMIZATION FOR...10 bytes (16 words) - 11:28, 6 October 2023
- 2022-10-26 Paper Pricing and hedging equity-indexed annuities via local risk-minimization 2022-05-23 Paper Modelling the aggregate loss for insurance claims...10 bytes (17 words) - 16:20, 11 December 2023
- 2017-09-27 Paper Local risk-minimization for Barndorff-Nielsen and Shephard models 2017-04-13 Paper NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL...10 bytes (16 words) - 07:09, 7 October 2023
- difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models 2017-12-12 Paper Local risk-minimization for Barndorff-Nielsen...10 bytes (16 words) - 23:42, 24 September 2023
- price of risk 2018-09-11 Paper Non-transferable non-hedgeable executive stock option pricing 2018-08-13 Paper Hedging diffusion processes by local risk minimization...10 bytes (18 words) - 06:31, 13 December 2023
- 2018-06-14 Paper Local risk-minimization for Barndorff-Nielsen and Shephard models 2017-04-13 Paper NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL...10 bytes (16 words) - 07:09, 7 October 2023
- Publication Date of Publication Type Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts...10 bytes (16 words) - 20:29, 6 October 2023
- Publication Date of Publication Type Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets 2011-06-21 Paper...10 bytes (16 words) - 07:42, 7 October 2023
- Publication Date of Publication Type LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES 2022-03-11...10 bytes (16 words) - 23:00, 27 December 2023
- Publication Date of Publication Type LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS 2018-06-29 Paper...10 bytes (16 words) - 16:40, 28 December 2023
- unobservable mortality hazard rate via local risk-minimization 2015-03-13 Paper A benchmark approach to risk-minimization under partial information 2014-09-22...10 bytes (16 words) - 07:51, 9 December 2023
- Concept of Measuring Risk 2014-06-30 Paper BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE 2014-06-13 Paper Local risk-minimization under the benchmark...10 bytes (17 words) - 12:22, 7 October 2023
- unobservable mortality hazard rate via local risk-minimization 2015-03-13 Paper A benchmark approach to risk-minimization under partial information 2014-09-22...10 bytes (16 words) - 11:28, 24 September 2023
- Publication Date of Publication Type Hedging diffusion processes by local risk minimization with applications to index tracking 2009-07-01 Paper A preference...10 bytes (18 words) - 12:31, 22 September 2023
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model 2016-04-12 Paper LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED...10 bytes (18 words) - 03:18, 7 October 2023
- 2023-07-11 Paper LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES 2022-03-11 Paper “A Risk Model with...10 bytes (16 words) - 08:24, 25 September 2023
- multivariate subordination. Empirical facts 2012-06-25 Paper Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets 2011-06-21 Paper...10 bytes (17 words) - 04:54, 13 December 2023
- 2022-10-26 Paper Pricing and hedging equity-indexed annuities via local risk-minimization 2022-05-23 Paper Empirical analysis of SH50ETF and SH50ETF option...10 bytes (17 words) - 07:42, 7 October 2023
- dividends and exogenous risk 2005-01-13 Paper On the use of measure-valued strategies in bond markets 2004-11-24 Paper Local risk minimization and numéraire 2002-09-22...10 bytes (17 words) - 22:53, 11 December 2023
- inhomogeneous random graphs 2019-08-05 Paper Model risk of contingent claims 2018-11-14 Paper LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH...10 bytes (16 words) - 04:08, 7 October 2023
