VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models"
written by Alessandro Ramponi,
published by Journal of Mathematical Finance, Vol.3 No.1, 2013

has been cited by the following article(s):

[1]	Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity
	2019

[2]	CPPI strategies and the problem of long-term guarantees
	2016

[3]	基于 lnRV-VaR 模型的沪深 300 股指期货风险测度与管理研究
	武汉金融, 2015

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[2]	Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity IEEE Access, 2019 DOI:10.1109/ACCESS.2019.2946260