EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS

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Publication:5140085

DOI10.1017/asb.2020.26zbMath1454.91202OpenAlexW3048804622MaRDI QIDQ5140085

X. Sheldon Lin, Shuai Yang

Publication date: 13 December 2020

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2020.26




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