Quantile hedging in models with dividends and application to equity-linked life insurance contracts

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Bibliographische Detailangaben
Veröffentlicht in:	Mathematics and financial economics
1. Verfasser:	Glazyrina, Anna (VerfasserIn)
Weitere Verfasser:	Melʹnikov, Aleksandr V. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2020
Schlagworte:	Quantile hedging > Equity-linked life insurance contracts > Pure endowment > Jump-diffusion > Black-Scholes > Dividends > Aufsatz in Zeitschrift
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