Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii; Melʹnikov, Aleksandr V.; Mišura, … - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10011734050