SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Valuation of Pension Liabilities in Incomplete Markets · Study

PreprintShelves

PreprintValuation of Pension Liabilities in Incomplete Markets

Unknown author2007

OA

Preprintgreen2007

Valuation of Pension Liabilities in Incomplete Markets

Unknown author

17 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 17 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1977An equilibrium characterization of the term structure 2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 1993Dynamic Asset Pricing Theory.1989Optimal consumption and portfolio policies when asset prices follow a diffusion process 2002The Equity Premium 2002Strategic Asset Allocation

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Valuation of pension liabilities in incomplete marketsarticle · 28 shared references 2013A Mean-Variance Benchmark for Intertemporal Portfolio Theoryarticle · 8 shared references 2012Dynamic Hedging in Incomplete Markets: A Simple Solutionarticle · 8 shared references 2003Dynamic Asset Allocationarticle · 8 shared references 2011Pricing in Incomplete Marketspreprint · 8 shared references 2012Are Stocks Really Less Volatile in the Long Run?article · 7 shared references

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.966040

openalex_workW2126132799

Links

Imported from OpenAlex (CC0) — nothing here is generated.