Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802): Difference between revisions

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-.1016/j.insmatheco.2011.10.001
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+Quadratic hedging methods for defaultable claims
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+LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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+Local risk minimization and numéraire
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+Q3773148
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+HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
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+.1016/J.INSMATHECO.2011.10.001
@@ Property / DOI: 10.1016/J.INSMATHECO.2011.10.001 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2427802