Pricing and hedging guaranteed annuity options via static option replication. (Q1423359)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging guaranteed annuity options via static option replication. |
scientific article |
Statements
Pricing and hedging guaranteed annuity options via static option replication. (English)
0 references
14 February 2004
0 references
static option replication
0 references
guaranteed annuity options
0 references
hedging methodology
0 references
0 references
