Pages that link to "Item:Q1584192"

The following pages link to Efficient hedging: cost versus shortfall risk (Q1584192):

Displaying 21 items.

• Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
• INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
• On utility maximization without passing by the dual problem (Q5086453) (← links)
• Deep hedging (Q5234357) (← links)
• Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
• Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS (Q5357516) (← links)
• Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
• On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
• Convex Hedging in Incomplete Markets (Q5440091) (← links)
• OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
• MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941) (← links)
• Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
• Hedging Equity-Linked Life Insurance Contracts (Q5718206) (← links)
• Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
• Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
• Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk (Q6549628) (← links)
• Partial hedging in rough volatility models (Q6585785) (← links)
• Risk management under weighted limited expected loss (Q6587736) (← links)