The valuation and hedging of variable rate savings accounts

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Original language	English
Pages (from-to)	383-397
Number of pages	14
Journal	Astin Bulletin-The journal of the International Actuarial Association
Volume	33
Issue number	2
Publication status	Published - 2003

Cite this

@article{885c09b3b7d64c7f992075ba5b6a63be,

title = "The valuation and hedging of variable rate savings accounts",

author = "\{de Jong\}, F.C.J.M. and J.L. Wielhouwer",

note = "Pagination: 14",

year = "2003",

language = "English",

volume = "33",

pages = "383--397",

journal = "Astin Bulletin-The journal of the International Actuarial Association",

issn = "0515-0361",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - The valuation and hedging of variable rate savings accounts

AU - de Jong, F.C.J.M.

AU - Wielhouwer, J.L.

N1 - Pagination: 14

PY - 2003

Y1 - 2003

M3 - Article

SN - 0515-0361

VL - 33

SP - 383

EP - 397

JO - Astin Bulletin-The journal of the International Actuarial Association

JF - Astin Bulletin-The journal of the International Actuarial Association

IS - 2

ER -