Optimal Hedging of French Savings Products
Year of publication: |
[2022]
|
---|---|
Authors: | Pineau, Edouard ; Gonzalez, Mauricio ; ESTRAN, Rémy ; Guichar, Jean-Philippe |
Publisher: |
[S.l.] : SSRN |
Subject: | Frankreich | France | Sparen | Savings | Hedging | Theorie | Theory |
Extent: | 1 Online-Ressource (11 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 12, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4107249 [DOI] |
Classification: | C60 - Mathematical Methods and Programming. General ; G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Aubert, Nicolas S., (2013)
-
Convex duality in mean variance hedging under convex trading constraints
Czichowsky, Christoph, (2012)
-
Mean-variance hedging via stochastic control and BSDEs for general semimartingales
Jeanblanc, Monique, (2012)
- More ...
-
A Continuous-Time Hidden Markov Model of Credit Quality Underlying Published Agencies' Ratings
Gonzalez, Mauricio, (2021)
-
A Continuous-Time Hidden Markov Model of Credit Quality Underlying Published Agencies' Ratings
Gonzalez, Mauricio, (2021)
-
An Equity-Implied Rating Model for Unrated Firms
Gonzalez, Mauricio, (2023)
- More ...