Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas
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Publication:5029061
DOI10.1080/10920277.2009.10597546zbMath1483.91185OpenAlexW1972714424MaRDI QIDQ5029061
Beatriz Vaz de Melo Mendes, Eduardo Fraga L. de Melo
Publication date: 11 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2009.10597546
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial mathematics (91G05)
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