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Design and hedging of unit linked life insurance with environmental factors

We study the problem of designing and hedging unit linked life insurance policies whose benefits depend on an investment fund that incorporates environmental criteria in its …

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Edoardo Lombardo
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Viscosity Solutions

Some PDE results in Heston model with applications

We present here some results for the PDE related to the logHeston model. We present different regularity results and prove a verification theorem that shows that the solution …

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Edoardo Lombardo
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