Please use this identifier to cite or link to this item:
|Title:||Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market|
|Authors:||Soloviev, Alexey I.|
|Publisher:||Saint Petersburg State University|
|Description:||Contributions to game theory and management, vol. X. Collected papers presented on the Tenth International Conference Game Theory and Management / Editors Leon A. Petrosyan, Nikolay A. Zenkevich. – SPb.: Saint Petersburg State University, 2017. – 404 p. The collection contains papers accepted for the Tenth International Conference Game Theory and Management (July 7-9, 2016, St. Petersburg State University, St. Petersburg, Russia).|
|Appears in Collections:||Conference Papers & Presentations|
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.