Valuation of no-negative-equity guarantees with a lower reflecting barrier.
Autor: | Thomas, R. Guy1 r.g.thomas@kent.ac.uk |
---|---|
Zdroj: | Annals of Actuarial Science. Mar2021, Vol. 15 Issue 1, p115-143. 29p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |