Pricing and hedging guaranteed annuity options via static option replication. (Q1423359)
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scientific article; zbMATH DE number 2041772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging guaranteed annuity options via static option replication. |
scientific article; zbMATH DE number 2041772 |
Statements
Pricing and hedging guaranteed annuity options via static option replication. (English)
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14 February 2004
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static option replication
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guaranteed annuity options
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hedging methodology
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0.8849057
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0.87587667
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0.87300014
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0.8687633
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0.86123717
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0.8584028
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0.8563879
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0.8539338
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0.85283166
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