scientific article; zbMATH DE number 2099175

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Publication:4815708

zbMath1073.91036MaRDI QIDQ4815708

Roland Mallier, Ghada Alobaidi

Publication date: 7 September 2004

Full work available at URL: https://eudml.org/doc/125210

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Green's functionsfixed income securitiesequity securities


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


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A robust asset-liability management framework for investment products with guarantees




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