Pages that link to "Item:Q3022047"
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The following pages link to VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047):
Displaying 6 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
- Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- (Q5011445) (← links)