Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market
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Publication:764421
DOI10.1155/2011/850727zbMath1233.91148WikidataQ58692070 ScholiaQ58692070MaRDI QIDQ764421
Lucia Kimball, Norman Josephy, Victoria Steblovskaya
Publication date: 13 March 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/850727
Cites Work
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