CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531)
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scientific article; zbMATH DE number 7440867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR Hedging in Defaultable Jump-Diffusion Markets |
scientific article; zbMATH DE number 7440867 |
Statements
CVaR Hedging in Defaultable Jump-Diffusion Markets (English)
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8 December 2021
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partial hedging
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conditional value-at-risk
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jump-diffusion model
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equity-linked life insurance contracts
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default
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