Bounds for present value functions with stochastic interest rates and stochastic volatility
| Year of publication: |
2002
|
|---|---|
| Authors: | De Schepper, Ann ; Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob ; Vyncke, David |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 31.2002, 1, p. 87-104
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