Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences

Hua CHEN, Michael SHERRIS, Tao SUN, Wenge ZHU

Research output: Journal PublicationsJournal Article (refereed)peer-review

12 Citations (Scopus)

Fingerprint Dive into the research topics of 'Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences'. Together they form a unique fingerprint.

Business & Economics