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~person:"Melnikov, Alexander"
~subject:"Long memory"
~subject:"Option pricing"
~subject:"Portfolio selection"
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Melnikov, Alexander
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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On RVaR-based optimal partial hedging
Melnikov, Alexander
;
Wan, Hongxi
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013342143
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