Optimal hedging strategies in equity-linked products (Q724551): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2018.05.044
+Normal rank
@@ Property / OpenAlex ID @@
+W2807958121
@@ Property / OpenAlex ID: W2807958121 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging Equity-Linked Life Insurance Contracts
@@ Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank @@
+Normal rank
@@ Property / cites work @@
+On the (in-)dependence between financial and actuarial risks
+Normal rank
@@ Property / cites work @@
+Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank