Abstract
This paper deals with a hedging model in which the methodologies of one-step sliding prediction for variance, MOEAD for multi-objectives optimization are used for the minimization of the conditional value at risk and the cost, maximization of the terminal wealth simultaneously of hedging with options.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
