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http://hdl.handle.net/11701/11938
Title: | Minimax estimation of value-at-risk under hedging of an American contingent claim in a discrete financial market |
Authors: | Soloviev, Alexey I. |
Issue Date: | 2016 |
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). |
URI: | http://hdl.handle.net/11701/11938 |
Appears in Collections: | Conference Papers & Presentations |
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