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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=194148
