Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

No 2006-9: Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs

Peter Løchte Jørgensen
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Peter Løchte Jørgensen: Department of Finance, Copenhagen Business School, Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark

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JEL-codes: C10; G23

38 pages, January 1, 2006

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