Dynamic hedging of conditional value-at-risk (Q2444719)
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scientific article; zbMATH DE number 6282691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic hedging of conditional value-at-risk |
scientific article; zbMATH DE number 6282691 |
Statements
Dynamic hedging of conditional value-at-risk (English)
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10 April 2014
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conditional value-at-risk
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dynamic hedging
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stochastic modeling
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quantile hedging
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unit-linked contracts
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0.8515358567237854
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0.8351337909698486
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0.8330839276313782
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0.8319324851036072
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