A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211)
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| 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 |
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A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (English)
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25 June 2008
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unit-linked
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local risk-minimization
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hedging strategy
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Lévy process
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