Title of article
Traffic light options
Author/Authors
Peter Lochte J?rgensen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
22
From page
3698
To page
3719
Keywords
Asset-liability management in pensionfunds , Hedging interest rate and stock price risk , Derivatives pricing , Black–Scholes/Hull–White model , Traffic light solvency tests , Regulatory solvency requirements
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194148
Link To Document