Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk
出版年份 2023 全文链接
标题
Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk
作者
关键词
-
出版物
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume -, Issue -, Pages 115646
出版商
Elsevier BV
发表日期
2023-11-05
DOI
10.1016/j.cam.2023.115646
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