Pricing and hedging guaranteed annuity options via static option replication

AAJ (Antoon) Pelsser

Research output: Contribution to journalArticleAcademicpeer-review

42 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)283-296
Number of pages14
JournalInsurance
Volume33
Issue number2
DOIs
Publication statusPublished - 2003

Bibliographical note

20 October 2003

Research programs

  • EUR ESE 11

Cite this