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~isPartOf:"International journal of theoretical and applied finance"
~person:"Melʹnikov, Aleksandr V."
~subject:"CAPM"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Melʹnikov, Aleksandr V.
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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
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2
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
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