ASF - Biblioteca

Título/Resp.:

Worst-case valuation of equity-linked products using risk-minimizing strategies / Patrice Gaillardetz, Emmanuel Osei Mireku

Autor(es):

GAILLARDETZ, PatriceMIREKU, Emmanuel Osei, co-autor

IN:

North american actuarial journal, ISSN 1092-0277. - Schaumburg, Society of Actuaries. - V. 26, n.º 1 (2022), p. 64-81

Assunto(s):

VALOR EM RISCO

Analíticos