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minimal martingale measure
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Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
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2
Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni
;
Mulinacci, Sabrina
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
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