On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods

DOI10.1007/BF02808604zbMath1320.91143OpenAlexW2315361413MaRDI QIDQ5422720

Werner Hürlimann

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808604

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Extremal functions and financial gain
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