Bounds on contingent claims based on several assets
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 46 (1997)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505576
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"Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets,"
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- Li, Xiaobo & Natarajan, Karthik & Teo, Chung-Piaw & Zheng, Zhichao, 2014. "Distributionally robust mixed integer linear programs: Persistency models with applications," European Journal of Operational Research, Elsevier, vol. 233(3), pages 459-473.
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