Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
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Title
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume -, Issue -, Pages 114914
Publisher
Elsevier BV
Online
2022-10-30
DOI
10.1016/j.cam.2022.114914
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