Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
出版年份 2017 全文链接
标题
Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
作者
关键词
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出版物
QUANTITATIVE FINANCE
Volume 18, Issue 6, Pages 1049-1075
出版商
Informa UK Limited
发表日期
2017-09-13
DOI
10.1080/14697688.2017.1357832
参考文献
相关参考文献
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