DOI10.3233/RDA-130099zbMath1409.91140OpenAlexW1780116807MaRDI QIDQ3119627
Shuo Tong, Alexander V. Melnikov
Publication date: 12 March 2019 Published in: Risk and Decision Analysis (Search for Journal in Brave) Full work available at URL: https://doi.org/10.3233/rda-130099
zbMATH Keywords
stochastic interest rateefficient hedgingequity-linked life insurance
Mathematics Subject Classification ID
Interest rates, asset pricing, etc. (stochastic models) (91G30)
