... 随机性与动态 Stochastics and Dynamics 随机性契约 Stochastic contracts 伪随机性 Pseudo Randomness ...
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We use the theory of local risk minimization for incomplete markets to determine hedging strategies for equity-linked life insurance contracts with stochastic interest rates.
提出利用不完全市场的局部风险最小对冲方法对冲保险者的风险。
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