MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING
نویسندگان
چکیده
منابع مشابه
Market value margin via mean-variance hedging
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2013
ISSN: 0515-0361,1783-1350
DOI: 10.1017/asb.2013.18