A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:43, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market |
scientific article |
Statements
A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (English)
0 references
25 June 2008
0 references
unit-linked
0 references
local risk-minimization
0 references
hedging strategy
0 references
Lévy process
0 references
