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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~isPartOf:"Sigma"
~subject:"Optionspreistheorie"
~type:"book"
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Discussion paper / The Pensions Institute, Cass Business School, City University
Sigma
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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Paris December 2009 Finance International Meeting
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Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Schriftenreihe Versicherung und Risikoforschung des Instituts für Betriebswirtschaftliche Risikoforschung und Versicherungswirtschaft der Ludwig-Maximilians-Universität, München
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Completing the survivor derivatives market
Dawson, Paul
;
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
-
2007
Persistent link: https://www.econbiz.de/10003583412
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Options on normal underlyings
Dawson, Paul
;
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
-
2007
Persistent link: https://www.econbiz.de/10003583418
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