MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353)
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scientific article; zbMATH DE number 6262179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING |
scientific article; zbMATH DE number 6262179 |
Statements
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (English)
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27 February 2014
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market value margin
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mean-variance hedging
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market consistent valuation
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cost-of-capital
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Solvency II
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