Optimal design of equity-linked products with a probabilistic constraint
Year of publication: |
2009
|
---|---|
Authors: | Boyle, Phelim ; Tian, Weidong |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - 2009, 4, p. 253-280
|
Saved in:
Saved in favorites
Similar items by person
-
Robust stochastic discount factors
Boyle, Phelim P., (2008)
-
Large deviation techniques and financial applications
Boyle, Phelim P., (2008)
-
Stock and option proportions in executive compensation
Boyle, Phelim P., (2011)
- More ...