Optimal hedging strategies in equity-linked products

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Title:	Optimal hedging strategies in equity-linked products
Authors:	ID Perman, Mihael (Author) ID Zalokar, Ana (Author)
Files:	https://www.sciencedirect.com/science/article/pii/S0377042718303212?via%3Dihub
Language:	English
Work type:	Unknown
Typology:	1.01 - Original Scientific Article
Organization:	IAM - Andrej Marušič Institute
Keywords:	equity-linked products with guarantees, hedging of liabilities, optimal stopping
Year of publishing:	2018
Number of pages:	str. 601-607
Numbering:	#Vol. #344
PID:	20.500.12556/RUP-10099
UDC:	519.6
ISSN on article:	0377-0427
DOI:	10.1016/j.cam.2018.05.044
COBISS.SI-ID:	1541025220
Publication date in RUP:	13.02.2019
Views:	1864
Downloads:	214
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Title:	Journal of Computational and Applied Mathematics
Shortened title:	J. comput. appl. math.
Publisher:	Koninklijke Vlaamse Ingenieursvereniging
ISSN:	0377-0427
COBISS.SI-ID:	27496960

Language:	English
Keywords:	naložbeni produkti z garancijo, upravljanje s tveganji, optimalno ustavljanje

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