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~subject:"Hedging"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
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Hedging
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Melʹnikov, Aleksandr V.
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International journal of theoretical and applied finance
Decisions in economics and finance : a journal of applied mathematics
Insurance / Mathematics & economics
26
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
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UNSW Australian School of Business Research Paper
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia-Pacific journal of risk and insurance : APJRI
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Astin bulletin : the journal of the International Actuarial Association
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Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
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ifa-Schriftenreihe
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Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
Saved in:
2
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
3
Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
Melʹnikov, Aleksandr V.
;
Romanyuk, Yuliya
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 295-323
Persistent link: https://www.econbiz.de/10003733149
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