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

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-.1016/j.insmatheco.2016.07.007
@@ Property / DOI: 10.1016/j.insmatheco.2016.07.007 / rank @@
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+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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+.1016/J.INSMATHECO.2016.07.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2016.07.007 / rank @@
+Normal rank