The following pages link to Anubha Goel (Q1631416):
Displaying 10 items.
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
- A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
