%0 Journal Article %1 journals/fams/TsaoSM15 %A Tsao, Angela %A Shi, Xiang %A Melnikov, Alexander %D 2015 %J Frontiers Appl. Math. Stat. %K dblp %P 2 %T CVaR hedging under stochastic interest rate. %U http://dblp.uni-trier.de/db/journals/fams/fams1.html#TsaoSM15 %V 1

@article{journals/fams/TsaoSM15, added-at = {2021-12-10T00:00:00.000+0100}, author = {Tsao, Angela and Shi, Xiang and Melnikov, Alexander}, biburl = {https://www.bibsonomy.org/bibtex/28bed47c4006611405001fd7fc1c7dd5a/dblp}, ee = {https://doi.org/10.3389/fams.2015.00002}, interhash = {21dc2757267ee46d787fa365517f76ad}, intrahash = {8bed47c4006611405001fd7fc1c7dd5a}, journal = {Frontiers Appl. Math. Stat.}, keywords = {dblp}, pages = 2, timestamp = {2024-04-08T11:06:49.000+0200}, title = {CVaR hedging under stochastic interest rate.}, url = {http://dblp.uni-trier.de/db/journals/fams/fams1.html#TsaoSM15}, volume = 1, year = 2015 }