Pricing of multi-period rate of return guarantees: The Monte Carlo approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Bakken, Henrik ; Lindset, Snorre ; Olson, Lars Hesstvedt |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 39.2006, 1, p. 135-150
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