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Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs

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Author Info
Løchte Jørgensen, Peter (Department of Finance, Copenhagen Business School)
Abstract

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File URL: http://openarchive.cbs.dk/cbsweb/handle/10398/7142
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Publisher Info
Paper provided by Copenhagen Business School, Department of Finance in its series Working Papers with number 2006-9.

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Length: 38 pages
Date of creation: 01 Jan 2006
Date of revision:
Handle: RePEc:hhs:cbsfin:2006_009

Contact details of provider:
Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
Phone: +45 3815 3815
Email:
Web page: http://www.cbs.dk/departments/finance/
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Related research
Keywords: na;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions

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This page was last updated on 2009-10-18.

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