Pages that link to "Item:Q2444719"
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The following pages link to Dynamic hedging of conditional value-at-risk (Q2444719):
Displaying 18 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
- Living on the edge: how risky is it to operate at the limit of the tolerated risk? (Q1958617) (← links)
- Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Hedging conditional value at risk with options (Q2630117) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- DUAL ANALYSIS ON HEDGING VaR OF BOND PORTFOLIO USING OPTIONS (Q3043683) (← links)
- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138) (← links)
- Large losses–-probability minimizing approach (Q4829417) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
