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Pricing and hedging of exotic options in finance and insurance

Units : Actuarial sciences | ULB454

Description :

One of the topics of this research project is that we look at a static hedge for a class of exotic options, which leads to an
upper bound of the price. In particular, we consider unit-linked insurance contracts and basket options.

List of persons in charge :

  • DEELSTRA Griselda

List of lessors :

  • Financement de base institutionnel