Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
Peng, Jingjiang; Leung, Kwai Sun; Kwok, Yue Kuen
- 期刊名称Quantitative Finance
- 作者Peng, Jingjiang; Leung, Kwai Sun; Kwok, Yue Kuen
- 卷第12卷
- 期第6期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小335.53KB
- 发表时间2012-06
- DOI10.1080/14697680903436606
- 页码933-941