The following pages link to (Q2741111):
Displaying 6 items.
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
