Mahayni, Antje; Schlögl, Erik - In: BuR - Business Research 1 (2008) 1, pp. 55-76
, defined-contribution pension plans, life-insurance, uncertain
volatility, conservative pricing, robust hedging, model … robust hedging strategy, including the defi-
nition of the cost process for imperfect hedges … Section 5 considers conserva-
tive contract specifications arising from dynamic
robust hedging strategies. The cost process of …