Dynamic hedging of conditional value-at-risk
| Year of publication: |
2012
|
|---|---|
| Authors: | Melnikov, Alexander ; Smirnov, Ivan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 1, p. 182-191
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