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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda, (2020)
R-Minimizing Hedging in an Incomplete Market : Malliavin Calculus Approach
Xiao, Yajun, (2011)
Neutral and indifference portfolio pricing, hedging and investing : with applications in equity and FX
Stojanovic, Srdjan, (2011)
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities
Feinstein, Zachary, (2017)
Time consistency for scalar multivariate risk measures
Feinstein, Zachary, (2022)
Convex Hedging in Incomplete Markets
Rudloff, Birgit, (2007)