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~isPartOf:"Risk and decision analysis"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Actuarial mathematics
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Efficient hedging
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Optionspreistheorie
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equity-linked life insurance
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stochastic interest rate
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Aufsatz in Zeitschrift
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Tong, Shuo
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Melnikov, Alexander
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Risk and decision analysis
Insurance / Mathematics & economics
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The Geneva papers on risk and insurance theory
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The journal of computational finance
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Special issue on insurance and financial risk management
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ASTIN bulletin : the journal of the International Actuarial Association
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
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Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
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