The following pages link to VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352):
Displaying 5 items.
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Price Index Insurances in the Agriculture Markets (Q5165012) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
