Dynamic hedging in incomplete markets using risk measures.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 345, doi. 10.1093/imaman/dpab017
- By:
- Publication type:
- Article
Works matching IS 1471678X AND DT 2022 AND VI 33 AND IP 2
Results: 8
1
2
Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 315, doi. 10.1093/imaman/dpab016
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- Publication type:
- Article
3
evolutionary game theoretic model of whistleblowing behaviour in organizations.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 289, doi. 10.1093/imaman/dpab015
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- Publication type:
- Article
4
Age-replacement policy for items described by stochastic degradation with dependent increments.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 273, doi. 10.1093/imaman/dpab014
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- Publication type:
- Article
5
Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 255, doi. 10.1093/imaman/dpab013
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- Publication type:
- Article
6
Resale or agency: pricing strategy for advance selling in a supply chain considering consumers' loss aversion.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 229, doi. 10.1093/imaman/dpab012
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- Publication type:
- Article
7
Pricing formulas for perpetual American options with general payoffs.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 201, doi. 10.1093/imaman/dpab011
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- Publication type:
- Article
8
Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion.
- Published in:
- IMA Journal of Management Mathematics, 2022, v. 33, n. 2, p. 181, doi. 10.1093/imaman/dpab009
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- Publication type:
- Article