Pages that link to "Item:Q5001143"
From MaRDI portal
The following pages link to Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143):
Displaying 9 items.
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Tail-risk protection trading strategies (Q4555105) (← links)
- LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Dynamic hedging for the real option management of hydropower production with exchange rate risks (Q6176190) (← links)
