Access Repository

Note: Clicking the button above will open the full text document at the original institutional repository in a new window.

Optimal cross hedging of Insurance derivatives using quadratic BSDEs

Thesis (MSc)--Stellenbosch University, 2011.

Saved in:

Bibliographic Details
Main Author:	Ndounkeu, Ludovic Tangpi
Other Authors:	Ghomrasni, Raouf
Format:	Thesis
Language:	en_ZA
Published:	Stellenbosch : Stellenbosch University 2011
Subjects:	Dissertations > Mathematics Theses > Mathematics Backward stochastic differential equations Stochastic control Insurance derivatives Cross hedging
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

http://hdl.handle.net/10019.1/17950