Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cross-hedging minimum return guarantees: basis and liquidity risks |
scientific article; zbMATH DE number 6970340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-hedging minimum return guarantees: basis and liquidity risks |
scientific article; zbMATH DE number 6970340 |
Statements
Cross-hedging minimum return guarantees: basis and liquidity risks (English)
0 references
1 November 2018
0 references
basis risk
0 references
least-squares Monte Carlo
0 references
liquidity risk
0 references
periodic premia
0 references
variable annuities
0 references
0 references
