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Valuation of no-negative-equity guarantees with a lower reflecting barrier

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Published in: Annals of actuarial science volume:15; pages:115-143; 15(2021), 1 vom: März, Seite 115-143; year:2021; month:03; number:1
Authors and Corporations: Thomas, R. Guy (Author)
Type of Resource: E-Book Component Part
Language: English
published:
2021
Series: Annals of actuarial science, 15(2021), 1 vom: März, Seite 115-143
Subjects:
Source: Verbunddaten SWB
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ISSN: 1748-5002
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