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The 3-step hedge-based valuation: fair valuation in the presence of systematic risks - MaRDI portal

The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088)

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scientific article; zbMATH DE number 7712484
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English
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
scientific article; zbMATH DE number 7712484

    Statements

    title
    The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (English)
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    author
    Daniël Linders
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    publication date
    13 July 2023
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    zbMATH Keywords
    fair valuation
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    fair hedger
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    actuarial valuation
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    systematic risk
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    cites work
    Q4481937
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    Identifiers

    DOI
    10.1017/asb.2023.8
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    zbMATH DE Number
    7712484
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    OpenAlex ID
    W4324144096
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