Delta–Gamma hedging of mortality and interest rate risk

By Elisa Luciano, Luca Regis, Elena Vigna. 2012

64 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d4fd117c99cf8dd4f7bd5a85804ca957f9398525