Valuation of segregated funds: shout options with maturity extensions
| Year of publication: |
2001
|
|---|---|
| Authors: | Windcliff, H. ; Forsyth, P. A. ; Vetzal, K. R. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 29.2001, 1, p. 1-21
|
| Publisher: |
Elsevier |