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Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
Costabile, Massimo - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 597-600
Persistent link: https://www.econbiz.de/10010227933
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A binomial approximation for two-state Markovian HJM models
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: Review of derivatives research 14 (2011) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10009272493