„efficient hedging“

Suchergebnisse

12 Treffer

• Efficient hedging for a complete jump-diffusion model
  Kirch, Michael ; Krutchenko, R. N. ; Melʹnikov, Aleksandr V. 2002 Humboldt-Universität zu Berlin
• Efficient numerical solution of the variance-optimal hedging problem in geometric Lévy models
  Vesenmayer, Bernhard Antonin Johannes
• Efficient hedging in incomplete markets under model uncertainty
  Kirch, Michael
• Hedgingstrategien für Stromvertriebsgesellschaften in liberalisierten Energiemärkten – Perspektiven für den europäischen Strommarkt ; Hedging strategies for power marketers in liberalised energy markets
  Brauneis, Alexander
• Efficient hedging under ambiguity in continuous time
  Tangpi, Ludovic
• Efficient hedging – cost versus shortfall risk
  Föllmer, Hans ; Leukert, Peter 1999 Sonderforschungsbereich 373
• Efficient hedging for a complete jump diffusion model
  Kirch, Michael ; Krutčenko, R. N. ; Melʹnikov, Aleksandr V. 2002 Sonderforschungsbereich 373
• Efficient hedging in incomplete markets under model uncertainty
  Kirch, Michael
• Efficient Hedging
  Föllmer, Hans ; Leukert, Peter 2006 Humboldt-Universität zu Berlin
• Mean-variance efficiency and intertemporal price for risk
  Leitner, Johannes
• The Forward Freight Shipping Market-A Useful Tool For Risk Management? – A study analysing the unbiasedness hypothesis, causality, forecasting performance and lead-lag relationship in shipping
  Groder, Peter 2011 Südwestdeutscher Verlag für Hochschulschriften
• Efficient numerical solution of the variance-optimal hedging problem in geometric Lévy models
  Vesenmayer, Bernhard Antonin Johannes