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pro vyhledávání: '"Blontzou, Michail Anthropelos"'
Publikováno v:
Risks; Volume 11; Issue 6; Pages: 103
We study the valuation of a pension fund’s obligations in a discrete time and space incomplete market model. The market’s incompleteness stems from the non-replicability of the wage process that finances the pension plan through time. The conting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::408411b842bbbe20908e74f5cf7a299b
