Tax- and expense-modified risk-minimization for insurance payment processes
Year of publication: |
2020
|
---|---|
Authors: | Buchardt, Kristian ; Furrer, Christian ; Møller, Thomas |
Subject: | Galtchouk-Kunita-Watanabe decomposition | incomplete market | intrinsic value process | market consistent valuation | Quadratic hedging | Unvollkommener Markt | Incomplete market | Hedging | Optionspreistheorie | Option pricing theory |
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