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 & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 29.2001, 1, p. 1-22
|