Pricing and hedging equity-... - Researchers

Pricing and hedging equity-indexed annuities via local risk-minimization

Citation

Qian, L, Wang, W, Wang, N et al. 2019, 'Pricing and hedging equity-indexed annuities via local risk-minimization', Communications in Statistics: Theory and Methods, vol. 48, no. 6, pp. 1417-1434.

Year

2019

ANU Authors

Dr Ning Wang

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