The following pages link to Quantile hedging (Q1966379):
Displaying 50 items.
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Partial hedging of American claims in a discrete market (Q260331) (← links)
- Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (Q470430) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Quantile estimation for Lévy measures (Q491922) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- Hedging under multiple risk constraints (Q522054) (← links)
- Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- A risk reserve model for hedging in incomplete markets (Q975891) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- \(\varDelta \)-VaR and\(\varDelta \)-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC (Q1023092) (← links)
- Making the best of best-of (Q1025611) (← links)
- Insuring against the shortfall risk associated with real options (Q1417725) (← links)
- Limit theorem for Leland's strategy (Q1425487) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Partial super-hedging of derivatives with model risk (Q1684775) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
