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DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS - MaRDI portal

DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (Q4691254)

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scientific article; zbMATH DE number 6959054
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DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS
scientific article; zbMATH DE number 6959054

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    DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (English)
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    19 October 2018
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    cash balance pension
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    dynamic hedging
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    Hull-White model
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