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Semi-static hedging of guarantees in variable annuities under exponential lévy models

Thesis (M. Phil.)--University of Hong Kong, 2010. / Includes bibliographical references (leaves 73-77). Also available in print.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/519045634
Date January 2010
CreatorsPang, Long-fung.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceClick to view the E-thesis via HKUTO

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