Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-hedging minimum return guarantees: basis and liquidity risks |
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Cross-hedging minimum return guarantees: basis and liquidity risks (English)
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1 November 2018
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basis risk
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least-squares Monte Carlo
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liquidity risk
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periodic premia
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variable annuities
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