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Dynamic hedging of conditional value-at-risk
by
Melnikov, Alexander
,
Smirnov, Ivan
Published in
Insurance, mathematics & economics
(01.07.2012)
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Wypłata wartości wykupu w umowie ubezpieczenia na życie z ubezpieczeniowym funduszem kapitałowym – charakter prawny świadczenia
by
Szczepańska, Magdalena
Published in
Wiadomości Ubezpieczeniowe
(2015)
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Journal Article
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business
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economics
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mathematics
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Topic
black scholes
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business & economics
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conditional value-at-risk
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contingent pricing, futures pricing, option pricing
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contracts
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dynamic hedging
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Polish
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Elsevier SD Freedom Collection
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SD Complete Freedom Collection
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Elsevier Science Direct Journals
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Baden-Württemberg Complete Freedom Collection (Elsevier)
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ROAD: Directory of Open Access Scholarly Resources
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