Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs

Peter Jørgensen ()

No 2006-9, Working Papers from Copenhagen Business School, Department of Finance

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Keywords: na (search for similar items in EconPapers)
JEL-codes: C10 G23 (search for similar items in EconPapers)
Pages: 38 pages
Date: 2006-01-01
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Related works:
Journal Article: Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs (2007)
Working Paper: Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs (2006)
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