The pricing of liabilities in an incomplete market using dynamic mean-variance hedging
| Year of publication: |
2005
|
|---|---|
| Authors: | Thomson, Robert J. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 36.2005, 3, p. 441-455
|
| Publisher: |
Elsevier |