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Tractable hedging with additional hedge instruments
Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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Minimum return guarantees, investment caps, and investment flexibility
Mahayni, Antje; Schneider, Judith Christiane - In: Review of derivatives research 19 (2016) 2, pp. 85-111
Persistent link: https://www.econbiz.de/10011927955
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The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje; Muck, Matthias - In: Review of derivatives research 20 (2017) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10011936007