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"Optimal dynamic longevity hedge with basis risk."
Ken Seng Tan, Chengguo Weng, Jinggong Zhang (2022)
- Ken Seng Tan, Chengguo Weng
, Jinggong Zhang
:
Optimal dynamic longevity hedge with basis risk. Eur. J. Oper. Res. 297(1): 325-337 (2022)
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