Worst-case valuation of equity-linked products using risk-minimizing strategies
Year of publication: |
2022
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Authors: | Gaillardetz, Patrice ; Mireku, Emmanuel Osei |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 26.2022, 1, p. 64-81
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Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
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