Rational hedging and valuation of integrated risks under constant absolute risk aversion
| Year of publication: |
2003
|
|---|---|
| Authors: | Becherer, Dirk |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 1, p. 1-28
|
| Publisher: |
Elsevier |