Pages that link to "Item:Q2630117"
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The following pages link to Hedging conditional value at risk with options (Q2630117):
Displaying 11 items.
- Option valuation with conditional skewness (Q292018) (← links)
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Hedging strategy for a portfolio of options and stocks with linear programming (Q928101) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- Economic lot sampling inspection from defect counts with minimum conditional value-at-risk (Q1751676) (← links)
- Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
- Managing value-at-risk for a bond using bond put options (Q2642582) (← links)
- Option valuation and hedging with basis risk (Q2722587) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146) (← links)
- Hedging of Options with a Given Probability (Q4252982) (← links)