{"title":"Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management","authors":"P. Guiotto, Andrea Roncoroni","doi":"10.2139/ssrn.3775182","DOIUrl":null,"url":null,"abstract":"Abstract Optimal Design of Combined Contingent Claims: Theory and Applications. In “Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management”, Paolo Guiotto a...","PeriodicalId":236552,"journal":{"name":"DecisionSciRN: Other Decision-Making in Operations Research (Topic)","volume":"141 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"DecisionSciRN: Other Decision-Making in Operations Research (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3775182","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
Abstract Optimal Design of Combined Contingent Claims: Theory and Applications. In “Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management”, Paolo Guiotto a...