"CVaR hedging under stochastic interest rate."

Angela Tsao, Xiang Shi, Alexander Melnikov (2015)

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DOI: 10.3389/FAMS.2015.00002

access: open

type: Journal Article

metadata version: 2021-12-10

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Angela Tsao, Xiang Shi, Alexander Melnikov:
CVaR hedging under stochastic interest rate. Frontiers Appl. Math. Stat. 1: 2 (2015)

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