Pricing maturity guarantee under a refracted Brownian motion
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Published:2013-07
Issue:3
Volume:34
Page:234-247
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ISSN:1995-0802
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Container-title:Lobachevskii Journal of Mathematics
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language:en
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Short-container-title:Lobachevskii J Math
Author:
Bae Taehan,Ko Bangwon
Publisher
Pleiades Publishing Ltd
Subject
General Mathematics
Reference9 articles.
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4. M. R. Hardy, Investment Guarantees: Modelling and Risk Management for Equity-Linked Life Insurance (Wiley, New York, 2003).
5. H. Gerber and E. Shiu, Journal of Computational and Applied Mathematics 186, 4 (2006).
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