Defesa de Dissertação- João Ramos Jungblut
Deixe um comentário / Bancas de Tese e Dissertação / Por Helena Camillo MATURITY RISK FOR VARIATIONAL HEDGE WITH COMPOSED RISK MEASURE Resumo: We study the maturity risk of contingent claims based on convex risk measures combined with utility functions, which allow solving an optimal hedging problem equivalent to the dual of a decision under variational preferences. Our analysis
Defesa de Dissertação- João Ramos Jungblut Read More »




