Contingent claims analysis and the valuation of pension liabilities

Tom B.M. van Steenkamp
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Tom B.M. van Steenkamp: Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics

No 19, Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

Keywords: Pensions; economic value; contingent claims analysis; option pricing; pension funds; pension liabilities (search for similar items in EconPapers)
JEL-codes: G23 (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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