Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance (Q3144061)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance |
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Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance (English)
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6 December 2012
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backward stochastic differential equations
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asset-liability management
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participating contracts
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variable annuities
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capital-protected investments
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performance-linked pay-offs
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