Notes on options, hedging, prudential reserves and fair values

A D Wilkie, M P Owen, Howard R. Waters

Research output: Contribution to journal › Article › peer-review

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@article{2e9f92dfb9d64e2ca16d060bb77f7d0f,

title = "Notes on options, hedging, prudential reserves and fair values",

author = "Wilkie, {A D} and Owen, {M P} and Waters, {Howard R.}",

year = "2005",

month = jan,

day = "1",

language = "English",

volume = "11",

pages = "199--312",

journal = "British Actuarial Journal",

issn = "1357-3217",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - Notes on options, hedging, prudential reserves and fair values

AU - Wilkie, A D

AU - Owen, M P

AU - Waters, Howard R.

PY - 2005/1/1

Y1 - 2005/1/1

UR - http://www.scopus.com/inward/record.url?scp=33644858218&partnerID=8YFLogxK

M3 - Article

SN - 1357-3217

VL - 11

SP - 199

EP - 312

JO - British Actuarial Journal

JF - British Actuarial Journal

IS - 2

ER -