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Publication:2741111
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zbMath0987.91038MaRDI QIDQ2741111

R. N. Krutchenko, Alexander V. Melnikov

Publication date: 1 July 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quantitative hedging contingent claimssemimartingale setting


Mathematics Subject Classification ID


Related Items (6)

Efficient hedging currency options in fractional Brownian motion model with jumps ⋮ Quantile hedging in models with dividends and application to equity-linked life insurance contracts ⋮ Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing ⋮ Quantile hedging pension payoffs: an analysis of investment incentives ⋮ Quantile hedging for equity-linked contracts ⋮ Partial hedging and cash requirements in discrete time







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