Move-based hedging of variable annuities: a semi-analytic approach (Q2374095): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2016.07.007
@@ Property / DOI: 10.1016/j.insmatheco.2016.07.007 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2016.07.007
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@@ Property / OpenAlex ID @@
+W2507859025
@@ Property / OpenAlex ID: W2507859025 / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring the error of dynamic hedging: a Laplace transform approach
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+THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2016.07.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2016.07.007 / rank @@
+Normal rank