GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781)

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scientific article; zbMATH DE number 6880340
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GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS
scientific article; zbMATH DE number 6880340

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    GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (English)
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    4 June 2018
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    public pension
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    pay-as-you-go
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    option pricing
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    incomplete markets
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    exponential utility
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