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Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates

Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates

Peng, Jingjiang; Leung, Kwai Sun; Kwok, Yue Kuen

期刊名称SSRN Electronic Journal
作者Peng, Jingjiang; Leung, Kwai Sun; Kwok, Yue Kuen
电子ISSN1556-5068
文件大小206.54KB
发表时间2009
DOI10.2139/ssrn.1423205

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