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~subject:"Hedging"
~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
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Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
2
Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
Melʹnikov, Aleksandr V.
;
Romanyuk, Yuliya
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 295-323
Persistent link: https://www.econbiz.de/10003733149
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