Fourier-Cosine method for pricing and hedging insurance derivatives
Ludovic Goudenège, Andrea Molent, Xiao Wei, Antonino Zanette
| Year of publication: |
February 2018
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|---|---|
| Authors: | Goudenège, Ludovic ; Molent, Andrea ; Wei, Xiao ; Zanette, Antonino |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 3, p. 282-291
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| Subject: | Fourier-Cosine | Pricing | Hedging | Insurance | Derivatives | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Versicherungsmathematik | Actuarial mathematics | Versicherung | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.83020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822600