The following pages link to BENCHMARKED RISK MINIMIZATION (Q5739193):
Displaying 8 items.
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
