An extended CEV model and the legendre transform–dual–asymptotic solutions for annuity contracts
Jianwei Gao
| Year of publication: |
2010
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|---|---|
| Authors: | Gao, Jianwei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 3, p. 511-530
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003981148