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Explicit Föllmer-Schweizer decomposition of life insurance liabilities through Malliavin calculus

Bibliographic reference de Valeriola, Sébastien. Explicit Föllmer-Schweizer decomposition of life insurance liabilities through Malliavin calculus. In: SCOR papers, Vol. 30, no.1, p. 1-28 (Septembre 2014)
Permanent URL http://hdl.handle.net/2078.1/151566