Maria-Cristina Patron, Ph.D.
Affiliations: | 2003 | Cornell University, Ithaca, NY, United States |
Area:
Finance, MathematicsGoogle:
"Maria-Cristina Patron"Parents
Sign in to add mentor| Thomas F. Coleman | grad student | 2003 | Cornell | |
| (Risk measures and optimal strategies for discrete hedging.) | ||||
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| Coleman TF, Kim Y, Li Y, et al. (2007) Robustly hedging variable annuities with guarantees under jump and volatility risks Journal of Risk and Insurance. 74: 347-376 |
| Coleman TF, Li Y, Patron MC. (2007) Chapter 14 Total Risk Minimization Using Monte Carlo Simulations Handbooks in Operations Research and Management Science. 15: 593-635 |
| Coleman TF, Li Y, Patron MC. (2006) Hedging guarantees in variable annuities under both equity and interest rate risks Insurance: Mathematics and Economics. 38: 215-228 |
| Coleman TF, Li Y, Patron M. (2003) Discrete Hedging Under Piecewise Linear Risk Minimization Journal of Risk. 5: 39-65 |