Pages that link to "Item:Q2012597"
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The following pages link to Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597):
Displaying 5 items.
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- (Q3051993) (← links)
- CVaR-minimising hedging by a smoothing method (Q4638512) (← links)