Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks
| Year of publication: |
2007
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| Authors: | Coleman, T.F. ; Kim, Y. ; Li, Y. ; Patron, M. |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 74.2007, 2, p. 347-376
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