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~person:"Chevalier, Etienne"
~subject:"Mathematical finance"
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Mathematical finance
Variable annuities
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backward stochastic differential equation
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indifference pricing
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utility maximization
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Chevalier, Etienne
Larsen, Kasper
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Lim, Thomas
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Soner, Halil Mete
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Žitković, Gordan
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Applied mathematical finance
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International journal of theoretical and applied finance
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Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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2
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
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