An application of Margrabe options to joined financial and longevity risks

Devolder, Pierre
(2006) Colloque FNRS — Location: ULB Bruxelles

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  • Devolder, PierreUCLouvain
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Devolder, P. (2006). An application of Margrabe options to joined financial and longevity risks. Colloque FNRS, ULB Bruxelles. https://hdl.handle.net/2078.5/73694