Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
| Year of publication: |
1999
|
|---|---|
| Authors: | Miltersen, Kristian R. ; Persson, Svein-Arne |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 25.1999, 3, p. 307-325
|
| Publisher: |
Elsevier |