Pricing and hedging guaranteed annuity options via static option replication.
type: Item
instance of: scholarly article
title: Pricing and hedging guaranteed annuity options via static option replication.
zbMATH Open document ID: 1103.91352
DOI: 10.1016/S0167-6687(03)00154-9
author: Antoon Pelsser
published in: Insurance Mathematics \& Economics
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2041772
zbMATH Keywords: static option replication
zbMATH Keywords: guaranteed annuity options
zbMATH Keywords: hedging methodology
MaRDI profile type: Publication
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full work available at URL: s0167-6687(03)00154-9
OpenAlex ID: W3125642461
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description: scientific article; zbMATH DE number 2041772