Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs

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Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs

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Title: Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Author: Løchte Jørgensen, Peter
URI: http://hdl.handle.net/10398/7142
Date: 2006-12-14

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