Rational hedging and valuation of integrated risks under constant absolute risk aversion
Year of publication: |
2003
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Authors: | Becherer, Dirk |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 1, p. 1-28
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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