2 results
On RVaR-based optimal partial hedging
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- Journal:
- Annals of Actuarial Science / Volume 16 / Issue 2 / July 2022
- Published online by Cambridge University Press:
- 25 January 2022, pp. 349-366
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Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 5 / Issue 3 / August 2015
- Published online by Cambridge University Press:
- 07 September 2015, pp. 222-237
- Print publication:
- August 2015
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