Rational hedging and valuation of integrated risks under constant absolute risk aversion
| Year of publication: |
2003
|
|---|---|
| Authors: | Becherer, Dirk |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 33.2003, 1, p. 1-28
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